Modelo quantitativo para avaliação de desempenho empresarial baseado em análise envoltória de dados com múltiplos fatores
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Tipo
Tese
Data de publicação
2008-10-20
Periódico
Citações (Scopus)
Autores
Tavares, Necésio José Faria
Orientador
Martin, Diógenes Manoel Leiva
Título da Revista
ISSN da Revista
Título de Volume
Membros da banca
Douat, João Carlos
Silva, Dirceu da
Barros, Lucas Ayres Barreira de Campos
Nakamura, Wilson Toshiro
Silva, Dirceu da
Barros, Lucas Ayres Barreira de Campos
Nakamura, Wilson Toshiro
Programa
Administração de Empresas
Resumo
DEA, Data Envelopment Analysis, is a non parametric modeling technique which came about in 1976 when three prominent researchers, Charnes, Cooper and Rhodes were in search of a procedure to evaluate productivity/efficiency without recourse to price information. Soon after, new and more complex models were developed with wide acceptance among researchers mainly in the Management Sciences field. Nowadays, DEA finds its use in areas like hospitals, banks, industries, universities and capital markets. This research aims at using DEA as a tool to evaluate the top Brazilian companies listed in the local stock exchange based in a model which simultaneously combine several inputs to generate income and net profits. A second step evaluates how shareholders value the income and profit generated by the firms. A third step evaluates how efficiently each firm succeeds in directly transforming its endowments in shareholder´s value. The proposed model goes further in that it uses outputs produced by a first stage evaluation, like income and net profit, as inputs to the second phase evaluation. Furthermore, this research combines DEA with the Malmquist Productivity Index providing information on how the largest companies went along in between 2001-2006, as far as productivity and efficiency is concerned.
Descrição
Palavras-chave
eficiência , produtividade , DEA (Data Envelopment Analysis) , efficiency , productivity , DEA (Data Envelopment Analysis)
Assuntos Scopus
Citação
TAVARES, Necésio José Faria. Modelo quantitativo para avaliação de desempenho empresarial baseado em análise envoltória de dados com múltiplos fatores. 2008. 203 f. Tese (Doutorado em Administração) - Universidade Presbiteriana Mackenzie, São Paulo, 2008.