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~person:"Post, Thierry"
~subject:"Portfolio-Management"
~subject:"Schätzung"
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An approach to long-range fore...
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Portfolio-Management
Schätzung
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88
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86
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35
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32
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32
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15
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stochastic dominance
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Post, Thierry
Fabozzi, Frank J.
137
Gupta, Rangan
107
Pesaran, M. Hashem
105
Caporale, Guglielmo Maria
100
McAleer, Michael
83
Maurer, Raimond
81
Gil-Alaña, Luis A.
78
Härdle, Wolfgang
78
Pierdzioch, Christian
77
Hautsch, Nikolaus
71
Guidolin, Massimo
69
Marcellino, Massimiliano
69
Timmermann, Allan
67
Campbell, John Y.
60
Koopman, Siem Jan
60
Satchell, Stephen
60
Engle, Robert F.
57
Ang, Andrew
56
Herwartz, Helmut
56
Platen, Eckhard
55
Lucas, André
53
Gollier, Christian
52
Heckman, James J.
51
Diebold, Francis X.
50
Lo, Andrew W.
50
Stambaugh, Robert F.
48
McMillan, David G.
47
Uppal, Raman
47
Korn, Ralf
45
Zhou, Guofu
45
Döpke, Jörg
43
Kilian, Lutz
43
Schorfheide, Frank
43
Bollerslev, Tim
42
Mitchell, Olivia S.
42
Belzil, Christian
40
Blundell, Richard W.
40
Caporin, Massimiliano
39
Kraft, Holger
39
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Erasmus Research Institute of Management
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ECONIS (ZBW)
40
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1
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1
Bank performance benchmarking in stochastic environments using log-linear mean-variance data envelopment analysis
Post, Thierry
;
Spronk, Jaap
-
1997
Persistent link: https://www.econbiz.de/10000962253
Saved in:
2
Portfolio optimization based on stochastic dominance and empirical likelihood
Post, Thierry
;
Karabati, Selcuk
;
Arvanitis, Stelios
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 167-186
Persistent link: https://www.econbiz.de/10012110374
Saved in:
3
Portfolio analysis using stochastic dominance, relative entropy, and empirical likelihood
Post, Thierry
;
Potì, Valerio
- In:
Management science : journal of the Institute for …
63
(
2017
)
1
,
pp. 153-165
Persistent link: https://www.econbiz.de/10011646360
Saved in:
4
Stochastic spanning
Arvanitis, Stelios
;
Hallam, Mark
;
Post, Thierry
-
2015
This study develops and implements a
theory
and method for analyzing whether introducing new securities or relaxing …
Persistent link: https://www.econbiz.de/10010512497
Saved in:
5
Testing for the stochastic dominance efficiency of a given portfolio
Linton, Oliver
;
Post, Thierry
;
Whang, Yoon-jae
- In:
The econometrics journal
17
(
2014
)
2
,
pp. 59-74
Persistent link: https://www.econbiz.de/10010498726
Saved in:
6
Linear tests for decreasing absolute risk aversion stochastic dominance
Post, Thierry
;
Fang, Yi
;
Kopa, Miloš
- In:
Management science : journal of the Institute for …
61
(
2015
)
7
,
pp. 1615-1629
Persistent link: https://www.econbiz.de/10011304114
Saved in:
7
A general test for SSD portfolio efficiency
Kopa, Milos̆
;
Post, Thierry
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 703-734
Persistent link: https://www.econbiz.de/10011296708
Saved in:
8
Stochastic spanning
Arvanitis, Stelios
;
Hallam, Mark
;
Post, Thierry
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 573-585
Persistent link: https://www.econbiz.de/10012178998
Saved in:
9
A concave security market line
De Giorgi, Enrico
;
Post, Thierry
;
Yalçın, Atakan
- In:
Journal of banking & finance
106
(
2019
),
pp. 65-81
Persistent link: https://www.econbiz.de/10012223950
Saved in:
10
Portfolio choice based on third-degree stochastic dominance
Post, Thierry
;
Kopa, Miloš
- In:
Management science : journal of the Institute for …
63
(
2017
)
10
,
pp. 3381-3392
Persistent link: https://www.econbiz.de/10011760503
Saved in:
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