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A DEA estimation of a lower bo...
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Portfolio selection
Theorie
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Theory
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Technical efficiency
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Technische Effizienz
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Data envelopment analysis
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Productivity
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Data-Envelopment-Analyse
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Production function
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Produktionsfunktion
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Messung
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Krankenhaus
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Kostenfunktion
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Production theory
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Allocative efficiency
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Luenberger productivity indicator
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Portfolio-Management
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shortage function
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Agriculture
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Allokationseffizienz
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Data Envelopment Analysis
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Directional distance function
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Hospital financing
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Krankenhausfinanzierung
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Briec, Walter
7
Kerstens, Kristiaan
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Van de Woestyne, Ignace
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Barros, Carlos Pestana
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Brandouy, Olivier
1
Jokung Nguena, Octave
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Leleu, Hervé
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Oms, Laurence
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Paget-Blanc, Eric
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Omega : the international journal of management science
2
European journal of operational research : EJOR
1
Finance research letters
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Journal of banking & finance
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Journal of economic dynamics & control
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Journal of mathematical finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
Portfolio analysis with DEA : prior to choosing a model
Tarnaud, Albane Christine
;
Leleu, Hervé
- In:
Omega : the international journal of management science
75
(
2018
),
pp. 57-76
Persistent link: https://www.econbiz.de/10011781845
Saved in:
2
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:
3
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:
4
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:
5
On some class of distance functions for measuring portfolio efficiency
Barros, Carlos Pestana
;
Briec, Walter
;
Ratsimbanierana, …
- In:
Journal of mathematical finance
1
(
2011
)
2
,
pp. 15-27
Persistent link: https://www.econbiz.de/10009716643
Saved in:
6
Multi-horizon Markowitz portfolio performance appraisals : a general approach
Briec, Walter
;
Kerstens, Kristiaan
- In:
Omega : the international journal of management science
37
(
2009
)
1
,
pp. 50-62
Persistent link: https://www.econbiz.de/10003767274
Saved in:
7
Mean-variance-skewness portfolio performance gauging : a general shortage function and dual approach
Briec, Walter
;
Kerstens, Kristiaan
;
Jokung Nguena, Octave
- In:
Management science : journal of the Institute for …
53
(
2007
)
1
,
pp. 135-149
Persistent link: https://www.econbiz.de/10003632045
Saved in:
8
Shortage function and portfolio selection : on some special cases and extensions
Briec, Walter
;
Oms, Laurence
;
Paget-Blanc, Eric
- In:
Finance research letters
11
(
2014
)
3
,
pp. 295-302
Persistent link: https://www.econbiz.de/10010441837
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