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Exploring Bi-Criteria versus Multi-Dimensional Lower Partial Moment Portfolio Models
Brandouy, Olivier, (2009)
Portfolio performance gauging in discrete time using a Luenberger productivity indicator
Brandouy, Olivier, (2008)
Malmquist and Hicks-Moorsteen Productivity Indices: An Empirical Comparison Focusing on Infeasibilities
Kerstens, Kristiaan, (2010)