Percorrer por autor "Santos, Sérgio Pereira dos"
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- Adding value to bank branch performance evaluation using cognitive maps and MCDA: a case studyPublication . Ferreira, F. A. F.; Santos, Sérgio Pereira dos; Rodrigues, Paulo M. M.Bank branch performance evaluation is a difficult endeavour. Some of the main reasons for this difficulty are the complexity inherent in the variety of aspects considered in the evaluation, and the multiple and conflicting interests of the different stakeholders involved. In this paper, we show how cognitive mapping and measuring attractiveness by a categorical-based evaluation technique can be used to support the evaluation of bank branches through the development of multidimensional performance evaluation systems, and to deal explicitly with the trade-offs between the different dimensions of performance and interests of different stakeholders. A case study is discussed where these techniques are used in a constructive way, making the learning activity easier and introducing transparency in the decision-making process. The strengths and weaknesses of the integrated use of these two operational research techniques in this context are also discussed.
- Adding value to performance measurement by using system dynamics and multicriteria analysisPublication . Santos, Sérgio Pereira dosMeasuring performance either formally or informally is a common practice in most organisations. It is well established that performance measurement plays a critical role in organisations, signalling how well they are succeeding in achieving their objectives and identifying where improvement efforts are required. In an attempt to respond to the assessment needs of organisations, several performance measurement frameworks have been developed over the years. However, in spite of the remarkable progress that has been made in the development of better integrated, balanced and strategically driven performance measurement frameworks, there are issues which deserve further research if these frameworks are to provide a stronger basis from which to manage effectively for improvement. Informed by the literature review and conceptual experimentation, this thesis aims to show that the use of system dynamics (SD) and multiple criteria decision analysis (MCDA), individually and in an integrated manner, can address some of these issues and bring new insights to inform and support the different stages of the performance measurement and management process. To this purpose, a framework incorporating the integrated use of SD and MCDA is suggested and its conceptual coherence and practical relevance is discussed. The conceptual coherence is illustrated by a simple but realistic application in the health care sector. The practical relevance of the framework is assessed in an organisational setting, taking the form of three in-depth case studies. Several conclusions are drawn regarding the potential role of SD and MCDA to add value to the performance measurement and management process, including an assessment of their suitability, limitations, and implementation issues associated with this particular context.
- Adding value to performance measurement by using system dynamics and multicriteria analysisPublication . Santos, Sérgio Pereira dos; Belton, Valerie; Howick, SusanThe design, implementation and use of adequate performance measurement and management frameworks can play an important role if organisations are to succeed in an increasingly complex, interdependent and changing world. Yet, despite widespread recognition of the importance of performance assessment, there are some issues that require further study if measurement systems are to be effective in the process of management through monitoring and decision making. This article proposes and seeks to illustrate that the use of system dynamics and multicriteria decision analysis, as part of a broader framework for performance measurement, can address some of the issues identified. The use of these approaches, independently and in an integrated manner, provides a means of exploring the dynamic complexity of organisations, making explicit trade-offs between performance measures, and assessing the impacts of initiatives to improve performance, thereby enhancing understanding and ultimately contributing to the improvement of organisational performance.
- An AHP-based approach to credit risk evaluation of mortgage loansPublication . Ferreira, F. A. F.; Santos, Sérgio Pereira dos; Dias, V. M. C.Mortgage loans for home purchase require careful analysis by all parties involved in the transaction, and credit-scoring is usually adopted to assist the decision process. From a credit institution standpoint, credit-scoring for mortgage loan risk evaluation becomes even more important in scenarios of economic turbulence and recession, primarily because of the severe restrictions imposed on credit availability that result from reduced access to both money and debt markets and subsequent decreasing liquidity. Employing an AHP – Analytic Hierarchy Process – based approach in the creditscoring system used by one of the major banks in Portugal, this study proposes a methodological framework conceived to adjust trade-offs among evaluation criteria and provide decision makers with a more transparent mortgage risk evaluation system. Practical implications of our framework are also discussed.
- A análise input-output na avaliação do impacte económico das universidadesPublication . Silva, João Albino; Santos, Sérgio Pereira dosO papel das instituições de ensino superior no desenvolvimento económico das regiões onde se localizam é amplamente reconhecido e a sua quantificação tem sido objecto de análise de vários estudos ao longo das últimas três décadas. Não obstante o interesse suscitado, não existe actualmente uma metodologia universalmente aceite para a realização de estudos nesta área de investigação. Constitui objectivo principal do presente artigo contribuir para a discussão e reflexão sobre este tema através da revisão da literatura e discussão de alguns dos aspectos metodológicos fundamentais subjacentes à avaliação do impacte económico das instituições de ensino superior, com particular ênfase para a análise input-output. Pretende-se também com este esforço definir os principais procedimentos metodológico a adoptar na avaliação do impacte económico da Universidade do Algarve na economia regional.
- A análise input-output na avaliação do impacto económico das universidades: o caso da Universidade do AlgarvePublication . Silva, João Albino; Santos, Sérgio Pereira dos; Saúde, Sandra; Borralho, C.; Féria, I.; Lopes, S.O papel das instituições de ensino superior no desenvolvimento económico das regiões onde se localizam é amplamente reconhecido e a sua quantificação tem sido objeto de análise de vários estudos ao longo das últimas três décadas. Não obstante o interesse suscitado, não existe uma metodologia universalmente aceite para a realização de estudos nesta área de investigação. Constitui objetivo principal do presente capítulo contribuir para a reflexão sobre este tema através da discussão de alguns dos aspetos metodológicos fundamentais subjacentes ao uso da análise input-output na avaliação do impacto económico das instituições de ensino superior. Esta discussão será aprofundada através da análise de um caso de estudo visando utilizar a metodologia selecionada na quantificação do impacto económico da Universidade do Algarve na economia regional e retoma um artigo publicado nas Atas do XI Encontro Nacional da Associação Portuguesa para o Desenvolvimento Regional que teve lugar em Faro em Setembro de 2005. Tendo por base a análise input-output foi estimado que em 2003/04 o impacto económico direto da Universidade do Algarve na economia regional, nomeadamente resultante da aplicação das dotações orçamentais da Universidade e das despesas da sua comunidade académica no desenvolvimento económico da região, excedeu os 75 milhões de Euros. Este impacto direto resultou num impacto económico total na ordem dos 100 milhões de Euros, e consequentemente, num efeito multiplicador de 1,34. Relativamente ao emprego, estimou-se que cerca de 2370 postos de trabalho na região estivessem dependentes da Universidade do Algarve, incluindo os cerca de 1360 funcionários diretamente empregues por esta universidade.
- Aplicação da teoria dos jogos à gestão de recursos renováveis - O caso dos recursos piscícolasPublication . Santos, Sérgio Pereira dosA gestão de recursos piscícolas, relativamente aos quais dois ou mais países têm acesso, foi um dos principais problemas a surgir com a implementação das Zonas Económicas Exclusivas, fruto da convenção das Nações Unidas sobre a Lei do Mar, ratificada em 1972. Este artigo analisa esta questão no âmbito da teoria dos jogos dinâmicos. O processo metodológico subjacente a esta análise resulta duma combinação do modelo bioeconómico das pescas de Gordon-Schaefer com a teoria dos jogos cooperativos e não cooperativos.
- Applications of game theory to optimal fishery managementPublication . Santos, Sérgio Pereira dos; Madden, P.This dissertation analyses the optimal management of fisheries in the framework of dynamic game theory. The analysis rests upon a blend of the economic model of the fishery confined to the waters of a single state, with the theory of dynamic games. In order to accomplish this objective, this dissertation has been organised as follows. Chapter 1 presents some background material concerning noncooperative and cooperative game theory as well as a general formulation of continuous-time infinite dynamic games, also known as differential games. In Chapter 2 we provide some material concerning the dynamics of the fishery by summarising the Gordon-Schaefer bioeconomic model, which provides the foundation for our analysis. Finally, in Chapter 3, and by combining the subject presented in the preceding chapters, we examine the insights which dynamic game theory can provide in analysing fisheries management.
- Assessing credit risk of mortgage lending using MACBETH: a methodological frameworkPublication . Ferreira, F. A. F.; Santos, Sérgio Pereira dos; Marques, C. S. E.; Ferreira, J. J. M.Purpose - Considered the largest investment for most households, buying a house requires careful and transparent analysis by all parties involved in the transaction. The aim of this paper is to propose a methodological framework allowing for the readjustment of trade-offs among risk evaluation criteria, considered of extreme importance in the lending decision process of mortgage loans. Design/methodology/approach – Multiple criteria decision analysis (MCDA) has proved over the years to be effective and versatile in handling compensations among criteria. Measuring attractiveness is applied by a categorical based evaluation technique (MACBETH) to a pre-established structure of credit-scoring criteria for mortgage lending risk evaluation. This pre-established structure is currently used by one of the largest banks in Portugal. Findings – The framework allowed the authors to provide the credit experts who participated in the study with a more informed, transparent and accurate mortgage-lending risk-evaluation system. The sensitivity and robustness analyses carried out also helped in promoting discussion and supporting the readjustments made. Research limitations/implications – The study shows the usefulness of using the MACBETH approach to assist credit analysts in making better informed decisions, and opens avenues for further research. However, due to the dependence on the participants involved, extrapolations without proper caution are discouraged. Practical implications – The credit analysts who participated in this study considered the framework more discerning in terms of Basel directives. Originality/value – The integration of MACBETH and credit-scoring mechanisms holds great potential for risk assessment and decision support. No prior work reporting the application of MACBETH in terms of mortgage-lending risk-evaluation is known.
- Assessing the efficiency of mother-to-child HIV prevention in low- and middle-income countries using data envelopment analysisPublication . Santos, Sérgio Pereira dos; Amado, Carla; Santos, MauroAIDS is one of the most significant health care problems worldwide. Due to the difficulty and costs involved in treating HIV, preventing infection is of paramount importance in controlling the AIDS epidemic. The main purpose of this paper is to explore the potential of using Data Envelopment Analysis (DEA) to establish international comparisons on the efficiency of implementation of HIV prevention programmes. To do this we use data from 52 low- and middle-income countries regarding the prevention of mother-to-child transmission of HIV. Our results indicate that there is a remarkable variation in the efficiency of prevention services across nations, suggesting that a better use of resources could lead to more and improved services, and ultimately, prevent the infection of thousands of children. These results also demonstrate the potential strategic role of DEA for the efficient and effective planning of scarce resources to fight the epidemic.