An analysis of Korean bank performance using chance-constrained data envelopment analysis

For measuring the performance of firms using data envelopment analysis (DEA), many studies assume that inputs and outputs are deterministic. For example, key indicators for financial institutes such as assets, deposits, number of employees and profits vary over time. Nonetheless, researchers take snapshots of these numbers and analyse them for performance measurement and benchmarking. Similarly, it is not an exception for the studies with DEA...