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Portfolio Performance Gauging...
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1
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:
2
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:
3
Frontier-based vs. traditional mutual fund ratings : a first backtesting analysis
Brandouy, Olivier
;
Kerstens, Kristiaan
;
Van de …
- In:
European journal of operational research : EJOR
242
(
2015
)
1
,
pp. 332-342
Persistent link: https://www.econbiz.de/10010488000
Saved in:
4
A Luenberger-Hicks-Moorsteen productivity indicator : its relation to the Hicks-Moorsteen productivity index and the Luenberger productivity indicator
Briec, Walter
;
Kerstens, Kristiaan
- In:
Economic theory : official journal of the Society for …
23
(
2004
)
4
,
pp. 925-939
Persistent link: https://www.econbiz.de/10002047677
Saved in:
5
Non-convex technologies and cost functions : definitions, duality and nonparametric tests of convexity
Briec, Walter
;
Kerstens, Kristiaan
;
VanDenEeckaut, Philippe
- In:
Journal of economics
81
(
2004
)
2
,
pp. 155-192
Persistent link: https://www.econbiz.de/10001981345
Saved in:
6
Luenberger and Malmquist productivity indices : theoretical comparisons and empirical illustration
Boussemart, Jean-Philippe
;
Briec, Walter
;
Kerstens, …
- In:
Bulletin of economic research
55
(
2003
)
4
,
pp. 391-405
Persistent link: https://www.econbiz.de/10001837889
Saved in:
7
Portfolio selection in multidimensional general and partial moment space
Briec, Walter
;
Kerstens, Kristiaan
- In:
Journal of economic dynamics & control
34
(
2010
)
4
,
pp. 636-656
Persistent link: https://www.econbiz.de/10003966516
Saved in:
8
The Hicks-Moorsteen productivity index satisfies the determinateness axiom
Briec, Walter
;
Kerstens, Kristiaan
- In:
The Manchester School
79
(
2011
)
4
,
pp. 765-775
Persistent link: https://www.econbiz.de/10009376815
Saved in:
9
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
Saved in:
10
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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