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A Robust Estimator of the Effi...
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Unobserved heterogeneity and endogeneity in nonparametric frontier estimation
Simar, Léopold
;
Vanhems, Anne
;
Van Keilegom, Ingrid
- In:
Journal of econometrics
190
(
2016
)
2
,
pp. 360-373
Persistent link: https://www.econbiz.de/10011592278
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The impact of secondary environmental variables on OECD healthcare efficiency : a robust conditional approach
Gearhart, Richard, III.
- In:
The B.E. journal of economic analysis & policy
19
(
2019
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012027068
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3
Fast and efficient computation of directional distance estimators
Daraio, Cinzia
;
Simar, Léopold
;
Wilson, Paul W.
- In:
Data envelopment analysis, 40 years on : a special issue
,
(pp. 805-835)
.
2020
Persistent link: https://www.econbiz.de/10012232985
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4
Proportional incremental cost probability functions and their frontiers
Fève, Frédérique
;
Florens, Jean-Pierre
;
Simar, Léopold
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2721-2756
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5
Robust maximum likelihood estimation of stochastic frontier models
Stead, Alexander D.
;
Wheat, Phill
;
Greene, William
- In:
European journal of operational research : EJOR
309
(
2023
)
1
,
pp. 188-201
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6
Distortion risk measure under parametric ambiguity
Shao, Hui
;
Zhang, Zhe George
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1159-1172
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Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization
Giuzio, Margherita
;
Ferrari, Davide
;
Paterlini, Sandra
- In:
European journal of operational research : EJOR
250
(
2016
)
1
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pp. 251-261
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Robust portfolio estimation under skew-normal return processes
Taniguchi, Masanobu
;
Petkovic, Alexandre
;
Kase, Takehiro
; …
- In:
The European journal of finance
21
(
2015
)
13/15
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pp. 1091-1112
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A robust perspective on transaction costs in portfolio optimization
Olivares-Nadal, Alba V.
;
DeMiguel, Victor
- In:
Operations research
66
(
2018
)
3
,
pp. 733-739
Persistent link: https://www.econbiz.de/10011884278
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Reexamination of estimating beta coecient as a risk measure in CAPM
Le Tan Phuoc
;
Kim, Kee S.
;
Su, Yingcai
- In:
Journal of Asian finance, economics and business : JAFEB
5
(
2018
)
1
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