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Abstract(s)
A presente dissertação destina-se a apresentar um estudo sobre métodos de avaliação do desempenho organizacional, mais precisamente sobre a metodologia DEA (Data Envelopment Analysis) que permite considerar vários aspectos no processo de avaliação para além do aspecto financeiro. Nesse estudo começa-se por apresentar os modelos clássicos da DEA, o modelo CCR (Charnes, Cooper e Rhodes (1978)) e o modelo BCC (Banker, Charnes e Cooper (1984)). A aplicação prática destes modelos revela um fraco poder de discriminação de unidades eficientes e uma distribuição irrealista dos pesos que contribuem para o cálculo da eficiência. Para contornar estes problemas, vários métodos têm sido propostos. Um desses métodos consiste na utilização da programação multiobjectivo e é objeto de estudo neste trabalho.
Alguns dos modelos apresentados foram utilizados para determinar a eficiência de 27 instituições bancárias que operaram em Portugal durante o ano de 2012. Esta aplicação real permitiu avaliar quantitativamente as diferenças entre o modelos usados, nomeadamente entre o modelo CCR e o modelo de programação multiobjectivo proposto por Ghasemi, Ignatius and Emrouznejad (2014), que é uma versão multiobjectivo do modelo CCR. Os resultados obtidos evidenciam uma considerável capacidade deste último modelo para contornar os problemas de aplicação do modelo CCR.
This thesis aims to present a study on evaluation methods of organizational performance, specifically on the DEA methodology (Data envelopment Analysis) which allows to consider several aspects in the evaluation process beyond the financial aspect. This study begins by presenting the classical models of DEA, CCR model (Charnes, Cooper and Rhodes (1978)) and the BCC model (Banker, Charnes and Cooper (1984)). The implementation of this models show a weak discrimination of power efficient units and unrealistic weight distribution which are used to calculate the efficiency. To circumvent these problems, several methods have been proposed. One of these methods is the use of multiobjective programming that is the object of study in this work. Some of the presented models were used to determine the efficiency of 27 banks that operated in Portugal during 2012. This application allowed us to assess quantitatively the differences between the used models, in particular between the CCR model and the model proposed by Ghasemi multiobjective programming, Ignatius and Emrouznejad (2014), which is a multiobjective version of the CCR model. The results show a considerable capacity of this last model to circumvent the problems of applying the CCR model.
This thesis aims to present a study on evaluation methods of organizational performance, specifically on the DEA methodology (Data envelopment Analysis) which allows to consider several aspects in the evaluation process beyond the financial aspect. This study begins by presenting the classical models of DEA, CCR model (Charnes, Cooper and Rhodes (1978)) and the BCC model (Banker, Charnes and Cooper (1984)). The implementation of this models show a weak discrimination of power efficient units and unrealistic weight distribution which are used to calculate the efficiency. To circumvent these problems, several methods have been proposed. One of these methods is the use of multiobjective programming that is the object of study in this work. Some of the presented models were used to determine the efficiency of 27 banks that operated in Portugal during 2012. This application allowed us to assess quantitatively the differences between the used models, in particular between the CCR model and the model proposed by Ghasemi multiobjective programming, Ignatius and Emrouznejad (2014), which is a multiobjective version of the CCR model. The results show a considerable capacity of this last model to circumvent the problems of applying the CCR model.
Description
Mestrado em Contabilidade e Gestão das Instituições Financeiras
Keywords
Avaliação de desempenho organizacional Eficiência Metodologia DEA Programação multiobjectivo Assessing organizational performance Efficiency DEA Methodology Multiobjective programming