Managing bank performance under COVID‐19: A novel inverse DEA efficiency approach

S Boubaker, TDQ Le, T Ngo - International Transactions in …, 2023 - Wiley Online Library
The evolution of the COVID‐19 pandemic is highly unpredictable; however, its impacts are
limited to neither a single sector nor a single country. This study evaluates the performance …

The impact of mutual funds' ESG scores on their financial performance during the COVID-19 pandemic. A data envelopment analysis

I Tampakoudis, N Kiosses, K Petridis - Corporate Governance: The …, 2023 - emerald.com
Purpose The purpose of this study is to evaluate the performance of mutual funds during the
COVID-19 pandemic with environmental, social and governance (ESG) criteria. The main …

Fintech credit and bank efficiency: international evidence

TDQ Le, TH Ho, DT Nguyen, T Ngo - International Journal of Financial …, 2021 - mdpi.com
The expansion of fintech credit around the world is challenging the global banking system.
This study investigates the interrelationships between the development of fintech credit and …

A Support Vector Machine model for classification of efficiency: An application to M&A

K Petridis, I Tampakoudis, G Drogalas… - Research in international …, 2022 - Elsevier
One of the main issues in banking and finance sector is measuring the efficiency of mergers
and acquisitions (M&A), due to a plethora of key performance indicators (KPI) and variables …

Basel III capital regulations and bank efficiency: Evidence from selected African Countries

AM Obadire, V Moyo, NF Munzhelele - International Journal of Financial …, 2022 - mdpi.com
The core function of a commercial bank is the provision of credit facilities to its customers
and to keep the flow and cycle of economic and financial resources balanced. Banks can …

ICT as a key determinant of efficiency: a bootstrap-censored quantile regression (bcqr) analysis for Vietnamese banks

TDQ Le, T Ngo, TH Ho, DT Nguyen - International Journal of Financial …, 2022 - mdpi.com
There is evidence that ICT developments can improve bank efficiency and performance.
Previous studies often employ data envelopment analysis (DEA) to first examine bank …

The trade-off frontier for ESG and Sharpe ratio: a bootstrapped double-frontier data envelopment analysis

S Boubaker, TDQ Le, R Manita, T Ngo - Annals of Operations Research, 2023 - Springer
The trade-off between the returns and the risks associated with the stocks (ie, the Sharpe
ratio, SR) is an important measure of portfolio optimization. In recent years, the …

Predicting the performance of MSMEs: A hybrid DEA-machine learning approach

S Boubaker, TDQ Le, T Ngo, R Manita - Annals of Operations Research, 2023 - Springer
Micro, small and medium enterprises (MSMEs) dominate the business landscape and create
more than half of employment worldwide. How we can apply big data analytical tools such …

Efficiency of the Islamic Banking Sector: Evidence from two-stage DEA double frontiers analysis

XTT Mai, HTN Nguyen, T Ngo, TDQ Le… - International Journal of …, 2023 - mdpi.com
This paper examines the multi-dimensional efficiency of the Islamic banking sector and its
determinants, including the impacts of the COVID-19 pandemic. To do that, we use a novel …

Enterprise risk management and economies of scale and scope: evidence from the German insurance industry

M Altuntas, TR Berry-Stölzle, JD Cummins - Annals of Operations …, 2021 - Springer
Enterprise risk management (ERM) is the approach of managing all risks faced by an
enterprise in an integrated, holistic fashion. This research investigates whether the utilization …