Similar Search Results

Statistical inference on stochastic dominance efficiency : do omitted risk factors explain the size and book-to-market effects?

Post, Thierry (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001765957

Why convexify? : An assessment of convexity axioms in DEA

Cherchye, Laurens; Kuosmanen, Timo; Post, Thierry - 2000

Persistent link: https://www.econbiz.de/10001528872

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

Second order stochastic dominance, reward-risk portfolio selection and the CAPM

De Giorgi, Enrico; Post, Thierry - 2005

Persistent link: https://www.econbiz.de/10002604506

Shadow price approach to total factor productivity measurement : with an application to Finnish grass-silage production

Kuosmanen, Timo; Post, Thierry; Sipiläinen, Timo - In: Journal of productivity analysis 22 (2004) 1/2, pp. 95-121

Persistent link: https://www.econbiz.de/10002170558

New tools for dealing with errors-in-variables in DEA

Cherchye, Laurens; Kuosmanen, Timo; Post, Thierry - 2000

Persistent link: https://www.econbiz.de/10001540223

Multivariate tests for stochastic dominance efficiency of a given portfolio

Post, Thierry; Versijp, Philippe - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 2, pp. 489-515

Persistent link: https://www.econbiz.de/10003484176

Second-order stochastic dominance, reward-risk portfolio selection, and the CAPM

De Giorgi, Enrico; Post, Thierry - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 525-546

Persistent link: https://www.econbiz.de/10003729147

Empirical Tests for Stochastic Dominance Optimality

Post, Thierry - 2018

If a given risky prospect is compared with multiple choice alternatives, then a joint test for optimality is more appropriate than a series of pairwise Stochastic Dominance tests. We develop and implement a bootstrap empirical likelihood ratio test for this hypothesis. The test statistic and...

Persistent link: https://www.econbiz.de/10012936941

Trading volume, return variability and short-term momentum

Gökçen, Umut; Post, Thierry - In: The European journal of finance 24 (2018) 1/3, pp. 231-249

Persistent link: https://www.econbiz.de/10012244308