Thierry Post

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Person:189224

Available identifiers

zbMath Open post.thierryMaRDI QIDQ189224

List of research outcomes





PublicationDate of PublicationType
Stochastic Spanning2024-11-08Paper
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects2024-10-28Paper
Testing for the stochastic dominance efficiency of a given portfolio2022-07-26Paper
Risk Arbitrage Opportunities for Stock Index Options2021-06-17Paper
Empirical Tests for Stochastic Dominance Optimality2018-11-20Paper
Portfolio optimization based on stochastic dominance and empirical likelihood2018-08-29Paper
Higher-degree stochastic dominance optimality and efficiency2018-05-29Paper
Standard stochastic dominance2016-10-07Paper
Non-parametric tests of productive efficiency with errors-in-variables2016-05-02Paper
A general test for SSD portfolio efficiency2015-08-03Paper
General linear formulations of stochastic dominance criteria2015-07-28Paper
Moment conditions for almost stochastic dominance2015-01-12Paper
Violations of Cumulative Prospect Theory in Mixed Gambles with Moderate Probabilities2012-02-21Paper
Loss Aversion with a State-Dependent Reference Point2011-08-09Paper
Performance Evaluation in Stochastic Environments Using Mean-Variance Data Envelopment Analysis2009-07-03Paper
Nonparametric Efficiency Estimation In Stochastic Environments2009-07-03Paper
On the dual test for SSD efficiency With an application to momentum investment strategies2007-12-10Paper
Quadratic data envelopment analysis2005-03-14Paper
Alternative treatments of congestion in DEA: A rejoinder to Cooper, Gu, and Li2003-11-24Paper
Measuring economic efficiency with incomplete price information2003-04-10Paper
A quasi-concave DEA model with an application for bank branch performance evaluation2002-03-12Paper
Estimating non-convex production sets -- imposing convex input sets and output sets in data envelopment analysis2002-02-25Paper
Measuring economic efficiency with incomplete price information: With an application to European commercial banks2002-01-29Paper
Transconcave data envelopment analysis2001-10-14Paper
Performance benchmarking using interactive data envelopment analysis1999-11-29Paper

Research outcomes over time

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