Методи и модели на повеќекритериумско одлучување во менаџментот: емпириска студија за евалуација на ефикасноста на одредени организациони единици во Република Македонија

Abstract

The aim of this doctoral dissertation is to present the possibility of implementing the leading non-parametric methodology - data envelopment analysis (DEA) and the most famous method of multicriteria analysis - the analytic hierarchy process (AHP) within the framework of one bank in the Republic of Macedonia. The dissertation consists of two parts, so that in the first part are given the theoretical and methodological considerations for one of the most famous areas of the discipline of management science – the multicriteria decision making (MCDM) which is a scientific basis for the empirical research which is in the focus of the second part of the work. The research within the framework of the doctoral dissertation is implemented in Komercijalna Banka AD Skopje in order to evaluate the relative efficiency of the branches located throughout the Republic of Macedonia during the period 2009-2011, and to rank the Bank's city-branches located in Skopje during the period 2008-2011. In the first part of the research, which includes the branches of the bank, is used the COOPER-framework where Window DEA models are constructed for three approaches: the production approach (the operating), the intermediation approach and the profitability approach. The powerful software tool Efficiency Measurement System (EMS) is used for their solution, and the presented results indicate which branches are relatively efficient in the observed period and which of them should reduce the inputs, that is, to increase the outputs in order to become relatively efficient. For validation of the obtained "unusual" results, the Window DEA analysis is integrated with a multicriteria decision making method the Analytic Hierarchy Process. Also, an adequate envelopment map is composed for every Window DEA model. In the second part of the research, for each group of the city-branches, an AHP model is constructed in order to achieve ranking of the city-branches during the observed period. The Super Decisions software is used to solve the AHP models, and in order to investigate how the change of the input data affects the overall priorities of the city-branches the software tool Expert Choice is used. The obtained results of the software solutions for the AHP models are presented and interpreted. The results of the conducted research of the business units (branches and citybranches) of the Bank are verified by the management and it is confirmed that they may be particularly useful for a preparation of rational decisions for further successful work of the Bank. Therefore, we can conclude that the models which have been developed and applied in the dissertation ought to proceed being used in the Bank in order to monitor the relative efficiency of its branches over the time and in relative terms to identify the best and the worst branches in the sample, and also to allow monitoring the rank of the city-branches.