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1
Non-parametric frontier estimates of mutual fund performance using C- and L-moments : some specification tests
Kerstens, Kristiaan
;
Mounir, Amine
;
Van de Woestyne, Ignace
- In:
Journal of banking & finance
35
(
2011
)
5
,
pp. 1190-1201
Persistent link: https://www.econbiz.de/10009245243
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2
Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function
Kerstens, Kristiaan
;
Mounir, Amine
;
Van de Woestyne, Ignace
- In:
European journal of operational research : EJOR
210
(
2011
)
1
,
pp. 81-94
Persistent link: https://www.econbiz.de/10008826761
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3
Multi-time and multi-moment nonparametric frontier-based fund rating : proposal and buy-and-hold backtesting strategy
Kerstens, Kristiaan
;
Mazza, Paolo
;
Ren, Tiantian
;
Van …
- In:
Omega : the international journal of management science
113
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013534470
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4
Portfolio performance gauging in discrete time using a Luenberger productivity indicator
Brandouy, Olivier
;
Briec, Walter
;
Kerstens, Kristiaan
; …
- In:
Journal of banking & finance
34
(
2010
)
8
,
pp. 1899-1910
Persistent link: https://www.econbiz.de/10008665696
Saved in:
5
Comparing Malmquist and Hicks-Moorsteen productivity indices : exploring the impact of unbalanced vs. balanced panel data
Kerstens, Kristiaan
;
Van de Woestyne, Ignace
- In:
European journal of operational research : EJOR
233
(
2014
)
3
,
pp. 749-758
Persistent link: https://www.econbiz.de/10010228191
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6
Portfolio selection with skewness : a comparison of methods and a generalized one fund result
Briec, Walter
;
Kerstens, Kristiaan
;
Van de Woestyne, Ignace
- In:
European journal of operational research : EJOR
230
(
2013
)
2
,
pp. 412-421
Persistent link: https://www.econbiz.de/10009771824
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7
Static efficiency decompositions and capacity utilization : integrating economic and technical capacity notions
De Borger, Bruno L.
;
Kerstens, Kristiaan
;
Prior, Diego
; …
- In:
Applied economics
44
(
2012
)
31/33
,
pp. 4125-4141
Persistent link: https://www.econbiz.de/10009713535
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8
Backtesting superfund portfolio strategies based on frontier-based mutual fund ratings
Brandouy, Olivier
;
Kerstens, Kristiaan
;
Van de …
- In:
Efficiency and productivity growth : modelling in the …
,
(pp. 135-170)
.
2013
Persistent link: https://www.econbiz.de/10009753194
Saved in:
9
Nonparametric cost and revenue functions under constant economies of scale : an enumeration approach for the single output or input case
Briec, Walter
;
Kerstens, Kristiaan
;
Van de Woestyne, Ignace
- In:
International transactions in operational research : …
21
(
2014
)
4
,
pp. 619-625
Persistent link: https://www.econbiz.de/10010388501
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10
Tangency capacity notions based upon the profit and cost functions : a non-parametric approach and a general comparison
Briec, Walter
;
Kerstens, Kristiaan
;
Prior, Diego
;
Van …
- In:
Economic modelling
27
(
2010
)
5
,
pp. 1156-1166
Persistent link: https://www.econbiz.de/10008824895
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