DEA와 사회 네트워크 중심성을 이용한 한국 주식 펀드의 영향력과 순위 측정에 관한 연구

Title
DEA와 사회 네트워크 중심성을 이용한 한국 주식 펀드의 영향력과 순위 측정에 관한 연구
Other Titles
Using DEA and Network Centrality to Measure Influence and Rank of Korean Stock Funds
Author(s)
임병진임병학[임병학]
Keywords
DEA (Data Envelopment Analysis); SNA (Social Network Analysis); 페이지 랭크 중심성; Data Envelopment Analysis (DEA); Social Network Analysis (SNA); PageRank centrality
Issue Date
201409
Publisher
한국로고스경영학회
Citation
로고스경영연구, v.12, no.3, pp.31 - 44
Abstract
Data envelopment analysis (DEA) is known as a useful tool which produces many efficient decision-making units (DMUs). Traditional DEA provides relative efficient scores and reference sets, but does not influence and rank for efficient DMUs. This paper suggests a method that provides influence and ranking information using PageRank centrality of Social Network analysis (SNA) based on reference sets and their lambda value. The social network structure expresses the DMU as a node, reference sets as link, and lambda as connection strength or weight. This paper shows PageRank centrality is more accurate than any others.
URI
http://hdl.handle.net/YU.REPOSITORY/30710
ISSN
1598-8813
Appears in Collections:
경영대학 > 경영학과 > Articles
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