dc.contributor.author | Brauers, Willem Karel M. | |
dc.contributor.author | Ginevičius, Romualdas | |
dc.contributor.author | Podviezko, Askoldas | |
dc.date.accessioned | 2023-09-18T20:02:35Z | |
dc.date.available | 2023-09-18T20:02:35Z | |
dc.date.issued | 2014 | |
dc.identifier.issn | 2161-5012 | |
dc.identifier.other | (BIS)VGT02-000028674 | |
dc.identifier.uri | https://etalpykla.vilniustech.lt/handle/123456789/146086 | |
dc.description.abstract | The aim of this study is to do a critical analysis , on the basis of different objectives, the banks registered in Lithuania during the recession years 2008 - 2009 . As these banks work in the same ma cro - economic environment , the objectives are chosen on the basis of the CAMEL classification (‘C’ Capital adequacy, ‘A’ Asset quality, ‘M’ Management quality, ‘E’ Earnings, ‘L’ Liquidity) . Traditional Cost - Benefit Analysi s is not suitable enough for this . Indeed Cost - Benefit analysis translates all direct and indirect costs and other objectives ( benefits ) into money terms. On the contrary , Multi - Objective Optimization takes care of the different objectives, with objectives keep ing their own units. Di ffere nt methods exist for the application of Multi - Objective Optimization. In our research, we tested t hese methods for their robustness. MOORA (Multi - Objective Optimization by Ratio analysis) and MULTIMOORA (MOORA plus a Full Multiplicative Form), showed pos itive results on these tests. Therefore MULTIMOORA was chosen for the ranking of the Lithuanian Banks during the recession years 2008 - 2009. | eng |
dc.format.extent | p. 1-8 | |
dc.format.medium | tekstas / txt | |
dc.language.iso | eng | |
dc.relation.isreferencedby | Cabell's | |
dc.subject | VE05 - Socioekonominių sistemų universalaus tvarumo tyrimai / Universal sustainability research | |
dc.title | Ranking of the Lithuanian banks during the recession of 2008 - 2009 by the MULTIMOORA method | |
dc.type | Straipsnis kitoje DB / Article in other DB | |
dcterms.references | 82 | |
dc.type.pubtype | S3 - Straipsnis kitoje DB / Article in other DB | |
dc.contributor.institution | University of Antwerpen | |
dc.contributor.institution | Vilniaus Gedimino technikos universitetas | |
dc.contributor.faculty | Verslo vadybos fakultetas / Faculty of Business Management | |
dc.subject.researchfield | S 003 - Vadyba / Management | |
dc.subject.researchfield | S 004 - Ekonomika / Economics | |
dc.subject.researchfield | N 001 - Matematika / Mathematics | |
dc.subject.ltspecializations | L106 - Transportas, logistika ir informacinės ir ryšių technologijos (IRT) / Transport, logistic and information and communication technologies | |
dc.subject.en | Multi-objective optimization | |
dc.subject.en | Lithuanian banks | |
dc.subject.en | Bank objectives | |
dc.subject.en | Robustness | |
dc.subject.en | Ratio system | |
dc.subject.en | Reference point method | |
dc.subject.en | Full multiplicative form | |
dcterms.sourcetitle | Annals of management science. Special Issue on Operations Research and Applications (May 2014) | |
dc.description.issue | no. 1 | |
dc.description.volume | Vol. 3 | |
dc.publisher.name | International Center for Business & Management Excellence (ICBME) | |
dc.publisher.city | Franklin, USA | |
dc.identifier.doi | MRU02-000018304 | |
dc.identifier.elaba | 4082066 | |