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Record W4225722699 · doi:10.4236/jssm.2022.152006

An Examination of Very Low Efficiency Scores in Data Envelopment Analysis in the Pension Funds Industry

2022· article· en· W4225722699 on OpenAlexaff
Maryam Badrizadeh, Joseph C. Paradi

Bibliographic record

VenueJournal of Service Science and Management · 2022
Typearticle
Languageen
FieldDecision Sciences
TopicEfficiency Analysis Using DEA
Canadian institutionsUniversity of Toronto
Fundersnot available
KeywordsPensionData envelopment analysisScarcityInvestment (military)Passive managementActuarial scienceBusinessGlobal assets under managementAccountingInstitutional investorEconomicsFinanceMicroeconomicsPolitical scienceStatisticsCorporate governance

Abstract

fetched live from OpenAlex

Data Envelopment Analysis (DEA) is a powerful analytical tool that is considered as one of the most useful techniques to measure the efficiency of Decision Making Units (DMUs) in certain industry segments. However, there is a scarcity of reported use to assess pension funds’ performance due to the complexities of such funds. The few papers that can be found in literature do not consider the main characteristics of pension funds such as uncontrollable variables for managers, regulations, and funds’ status (fully funded/underfunded pension plans). Regulations affect such investment vehicles in many ways from investment strategy, tax status, reporting requirements and others. Also, as the by-product of our past research in this field the authors ran into some unexpected outcomes where some funds had achieved an extremely low efficiency score. This is very highly unusual and invited additional research. There are very few papers in the literature on extremely low efficiency scores, and there is a paucity of cogent explanations on why this is the case. Therefore, while evaluating the pension funds’ performance through DEA we worked on this problem in some detail to uncover the reason(s) for such low minimum efficiency scores for pension funds. We found that the presence of very low efficiency scores phenomena is not uncommon in pension funds industry but is in other industry studies.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.026
metaresearch head score (Gemma)0.109
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.026
Threshold uncertainty score0.137

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0260.109
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0070.008
Science and technology studies0.0010.002
Scholarly communication0.0040.003
Open science0.0010.003
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0020.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.089
GPT teacher head0.373
Teacher spread0.284 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations1
Published2022
Admission routes1
Has abstractyes

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