某證券商各分公司經營績效之研究--DEA之應用

The Performance Evaluating of the Securities Company Branches using Data Envelopment Analysis

曾富蘚(Fu-Hsien Tseng)

指導教授 ： 趙莊敏

國立臺北科技大學/管理學院/商業自動化與管理研究所/碩士(2008年)

https://doi.org/10.6841/NTUT.2008.00500

摘要

本篇使用2006年的某證券公司下之四十三家分公司資料為研究對象，以及選取年租金、設備現值及總薪資作為投入變項;年成交金額、總開戶數及總成交筆數作為產出項。首先本研究採用採用DEA方法之CCR、BCC模式來評估各證券分公司的技術效率(Technical Efficiency, TE)，純粹技術效率(Pure Technical Efficiency, PTE)，規模效率(Scale Efficiency, SE)以及規模報酬(Return To Scale,RTS)，可檢視證券分公司經營績效不彰之原因以及提供給管理者改善效率之具體建議。
此外，本文再嘗試將樣本分成兩群體，採用二系統模式分析來做探討。為了確認二系統模式分析使用的樣本群體是有顯著的差異，本研究使用無母數檢定分析法以及Bilateral 模式來做探討，結果顯示兩群體的樣本在民國九十五年度確實有顯著的差異，且另以Bilateral 模式檢視得知，群體B的效率比群體A的效率好的很多。
透過上述使用不同的模式研究分析之結果發現，經營最有效率的證券分公司分別為忠孝、公益、來福、虎尾、新營及北高雄等六家證券分公司。本研究的結果可提供給管理者一個客觀的觀點以及管理經營上調整的建議。

關鍵字

經營效率 ； 資料包絡法 ； 二系統模式分析

並列摘要

This paper applies Data Envelopment Analysis (DEA) approach - CCR and BCC model to examine the efficiency in operating performance of 43 branch company of S securities company. Firstly, we is going to explore the technical efficiency and pure technical efficiency, scale efficiency and return to scale of the Vietnam commercial banks in order to understand the origin of the low efficiency and the way of improvement.
More importantly, this study applies the DEA-Different System model and compares the efficiency between the two groups. Through Rank-sum-test and Bilateral model we found out that at the significance level the two groups have the different distribution of efficiency score. Lastly, our findings can provides with regulators and common investors some impersonal opinions and practical suggestions.

並列關鍵字

efficiency ； Data Envelopment Analysis ； Different System model

參考文獻

10.張錫峰、周齊武，「資料包絡分析及其在效率評估上之應用」，會計評論，第26期，1992，第76-92頁。

10. William W. Cooper, Lawrence M. Seiford, Kaoru Tone, Introduction to DATA Envelopment Analysis and its Uses with DEA-Solver Software and References, USA: Springer Science+Business Media, Inc. 2006, pp.222-229.

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