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~subject:"Portfolio selection"
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Portfolio selection
Theorie
37
Theory
37
Productivity
23
Produktivität
22
Technical efficiency
22
Technische Effizienz
22
Production function
18
Produktionsfunktion
18
Data envelopment analysis
14
Measurement
13
Messung
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Technischer Fortschritt
13
Technological change
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Data-Envelopment-Analyse
12
Index
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Index number
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Production theory
9
Produktionstheorie
9
Returns to scale
9
Skalenertrag
8
shortage function
8
Allocative efficiency
7
Cost function
7
Efficiency
7
Kostenfunktion
7
Portfolio-Management
7
Allokationseffizienz
6
Effizienz
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
efficient frontier
6
Dual optimization problem
5
Duales Optimierungsproblem
5
Luenberger productivity indicator
5
Mathematical programming
5
Mathematische Optimierung
5
OECD countries
5
OECD-Staaten
5
directional distance function
5
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English
7
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Briec, Walter
7
Kerstens, Kristiaan
5
Van de Woestyne, Ignace
2
Barros, Carlos Pestana
1
Brandouy, Olivier
1
Jokung Nguena, Octave
1
Oms, Laurence
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Paget-Blanc, Eric
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Ratsimbanierana, Hermann
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European journal of operational research : EJOR
1
Finance research letters
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of mathematical finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Omega : the international journal of management science
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
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