Thierry Post

Available identifiers

zbMath Open post.thierryMaRDI QIDQ189224

List of research outcomes

Publication	Date of Publication	Type
Testing for the stochastic dominance efficiency of a given portfolio	2022-07-26	Paper
Risk Arbitrage Opportunities for Stock Index Options	2021-06-17	Paper
Empirical Tests for Stochastic Dominance Optimality	2018-11-20	Paper
Portfolio optimization based on stochastic dominance and empirical likelihood	2018-08-29	Paper
Higher-degree stochastic dominance optimality and efficiency	2018-05-29	Paper
Standard stochastic dominance	2016-10-07	Paper
Non-parametric tests of productive efficiency with errors-in-variables	2016-05-02	Paper
A general test for SSD portfolio efficiency	2015-08-03	Paper
General linear formulations of stochastic dominance criteria	2015-07-28	Paper
Moment conditions for almost stochastic dominance	2015-01-12	Paper
Violations of Cumulative Prospect Theory in Mixed Gambles with Moderate Probabilities	2012-02-21	Paper
Loss Aversion with a State-Dependent Reference Point	2011-08-09	Paper
Performance Evaluation in Stochastic Environments Using Mean-Variance Data Envelopment Analysis	2009-07-03	Paper
Nonparametric Efficiency Estimation In Stochastic Environments	2009-07-03	Paper
On the dual test for SSD efficiency With an application to momentum investment strategies	2007-12-10	Paper
Quadratic data envelopment analysis	2005-03-14	Paper
Alternative treatments of congestion in DEA: A rejoinder to Cooper, Gu, and Li	2003-11-24	Paper
Measuring economic efficiency with incomplete price information	2003-04-10	Paper
A quasi-concave DEA model with an application for bank branch performance evaluation	2002-03-12	Paper
Estimating non-convex production sets -- imposing convex input sets and output sets in data envelopment analysis	2002-02-25	Paper
Measuring economic efficiency with incomplete price information: With an application to European commercial banks	2002-01-29	Paper
Transconcave data envelopment analysis	2001-10-14	Paper
Performance benchmarking using interactive data envelopment analysis	1999-11-29	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Thierry Post