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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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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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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
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Short- and long-run plant capacity notions : definitions and comparison
Cesaroni, Giovanni; Kerstens, Kristiaan; Van de … - In: European journal of operational research : EJOR 275 (2019) 1, pp. 387-397
Persistent link: https://www.econbiz.de/10011993329
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Metatechnology frontier and convexity : a restatement
Kerstens, Kristiaan; O'Donnell, Christopher John; Van … - In: European journal of operational research : EJOR 275 (2019) 2, pp. 780-792
Persistent link: https://www.econbiz.de/10011993588
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Convex and nonconvex input-oriented technical and economic capacity measures : an empirical comparison
Kerstens, Kristiaan; Sadeghi, Jafar; Van de Woestyne, Ignace - In: European journal of operational research : EJOR 276 (2019) 2, pp. 699-709
Persistent link: https://www.econbiz.de/10012003642
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Testing general and special Färe-Primont indices : a proposal for public and private sector synthetic indices of European regional expenditures and tourism
Briec, Walter; Kerstens, Kristiaan; Prior, Diego; Van … - In: European journal of operational research : EJOR 271 (2018) 2, pp. 756-768
Persistent link: https://www.econbiz.de/10011890411
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Global and local scale characteristics in convex and nonconvex nonparametric technologies : a first empirical exploration
Cesaroni, Giovanni; Kerstens, Kristiaan; Van de … - In: European journal of operational research : EJOR 259 (2017) 2, pp. 576-586
Persistent link: https://www.econbiz.de/10011661580
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Evaluating different groups of mutual funds using a metafrontier approach : ethical vs. non-ethical funds
Jin, Qianying; Basso, Antonella; Funari, Stefania; … - In: European journal of operational research : EJOR 312 (2024) 3, pp. 1134-1145
Persistent link: https://www.econbiz.de/10014456477
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Metafrontier productivity indices : questioning the common convexification strategy
Jin, Qianying; Kerstens, Kristiaan; Van de Woestyne, Ignace - In: European journal of operational research : EJOR 283 (2020) 2, pp. 737-747
Persistent link: https://www.econbiz.de/10012294907