| Publication | Date of Publication | Type |
|---|
Stochastic Spanning
Journal of Business and Economic Statistics | 2024-11-08 | Paper |
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
Testing for the stochastic dominance efficiency of a given portfolio
Econometrics Journal | 2022-07-26 | Paper |
Risk arbitrage opportunities for stock index options
Operations Research | 2021-06-17 | Paper |
Empirical tests for stochastic dominance optimality
Review of Finance | 2018-11-20 | Paper |
Portfolio optimization based on stochastic dominance and empirical likelihood
Journal of Econometrics | 2018-08-29 | Paper |
Higher-degree stochastic dominance optimality and efficiency
European Journal of Operational Research | 2018-05-29 | Paper |
Standard stochastic dominance
European Journal of Operational Research | 2016-10-07 | Paper |
Non-parametric tests of productive efficiency with errors-in-variables
Journal of Econometrics | 2016-05-02 | Paper |
A general test for SSD portfolio efficiency
OR Spectrum | 2015-08-03 | Paper |
General linear formulations of stochastic dominance criteria
European Journal of Operational Research | 2015-07-28 | Paper |
Moment conditions for almost stochastic dominance
Economics Letters | 2015-01-12 | Paper |
Violations of cumulative prospect theory in mixed gambles with moderate probabilities
Management Science | 2012-02-21 | Paper |
Loss Aversion with a State-Dependent Reference Point
Management Science | 2011-08-09 | Paper |
Performance Evaluation in Stochastic Environments Using Mean-Variance Data Envelopment Analysis
Operations Research | 2009-07-03 | Paper |
Nonparametric Efficiency Estimation In Stochastic Environments
Operations Research | 2009-07-03 | Paper |
On the dual test for SSD efficiency With an application to momentum investment strategies
European Journal of Operational Research | 2007-12-10 | Paper |
Quadratic data envelopment analysis
The Journal of the Operational Research Society | 2005-03-14 | Paper |
Alternative treatments of congestion in DEA: A rejoinder to Cooper, Gu, and Li
European Journal of Operational Research | 2003-11-24 | Paper |
Measuring economic efficiency with incomplete price information
European Journal of Operational Research | 2003-04-10 | Paper |
A quasi-concave DEA model with an application for bank branch performance evaluation
European Journal of Operational Research | 2002-03-12 | Paper |
Estimating non-convex production sets -- imposing convex input sets and output sets in data envelopment analysis
European Journal of Operational Research | 2002-02-25 | Paper |
Measuring economic efficiency with incomplete price information: With an application to European commercial banks
European Journal of Operational Research | 2002-01-29 | Paper |
Transconcave data envelopment analysis
European Journal of Operational Research | 2001-10-14 | Paper |
Performance benchmarking using interactive data envelopment analysis
European Journal of Operational Research | 1999-11-29 | Paper |
