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~language:"eng"
~language:"nor"
~language:"slv"
~person:"Escobar, Marcos"
~person:"Tsionas, Efthymios G."
~subject:"Effizienz"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
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Effizienz
Stochastischer Prozess
Theorie
135
Theory
135
Technical efficiency
89
Technische Effizienz
89
Bayes-Statistik
71
Bayesian inference
71
Estimation theory
52
Schätztheorie
52
Stochastic process
48
Estimation
42
Productivity
42
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41
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40
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37
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37
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35
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33
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33
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Escobar, Marcos
Tsionas, Efthymios G.
Kumbhakar, Subal
44
Escudero, Laureano F.
40
McAleer, Michael
32
Gendreau, Michel
26
Fabozzi, Frank J.
25
Siu, Tak Kuen
25
Carr, Peter
24
Hainaut, Donatien
24
Phillips, Peter C. B.
24
Färe, Rolf
22
Madan, Dilip B.
22
Asai, Manabu
21
Benth, Fred Espen
21
Elliott, Robert J.
21
Wallace, Stein W.
21
Wong, Wing Keung
21
Cui, Zhenyu
20
Todorov, Viktor
20
Barros, Carlos Pestana
19
Tauchen, George Eugene
19
Wong, Hoi Ying
19
Yu, Jun
19
Račev, Svetlozar T.
18
Shapiro, Alexander
18
Bayraktar, Erhan
17
Fadzlan Sufian
17
Tzeremes, Nickolaos G.
17
Wang, Xingchun
17
Berger, Allen N.
16
Maggioni, Francesca
16
Post, Thierry
16
Rossi, Roberto
16
Takahashi, Akihiko
16
Tarim, S. Armagan
16
Wanke, Peter
16
Chan, Joshua
15
Ulmer, Marlin Wolf
15
Chang, Hsu-Ling
14
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European journal of operational research : EJOR
8
Quantitative finance
5
Applied mathematical finance
3
Review of derivatives research
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Finance research letters
2
International journal of production economics
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Journal of productivity analysis
2
Journal of risk and financial management : JRFM
2
Risks : open access journal
2
The journal of computational finance
2
Agricultural economics : the journal of the International Association of Agricultural Economists
1
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1
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1
Economics bulletin : EB
1
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1
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1
Environmental and resource economics
1
IMA journal of management mathematics
1
International journal of financial markets and derivatives
1
International journal of forecasting
1
International journal of hospitality management
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
Journal / The Capco Institute : journal of financial transformation
1
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1
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1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of mathematical finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Omega : the international journal of management science
1
Oxford bulletin of economics and statistics
1
Public choice
1
Regional studies
1
Southern economic journal
1
The energy journal
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Tourism management : research, policies, practice
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ECONIS (ZBW)
64
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1
Accounting for intra-industry technological heterogeneity in the measurement of operations efficiency
Tsionas, Efthymios G.
;
Patel, Pankaj
- In:
International journal of production economics
260
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014310170
Saved in:
2
A class of portfolio optimization solvable problems
Cheng, Yuyang
;
Escobar, Marcos
- In:
Finance research letters
52
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472208
Saved in:
3
Efficiency measurement in Norwegian electricity distribution : a generalized four-way-error-component stochastic
Tsionas, Efthymios G.
;
Kumbhakar, Subal
- In:
The energy journal
44
(
2023
)
2
,
pp. 181-204
Persistent link: https://www.econbiz.de/10014249089
Saved in:
4
Joint production in stochastic non-parametric envelopment of data with firm-specific directions
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
307
(
2023
)
3
,
pp. 1336-1347
Persistent link: https://www.econbiz.de/10014282988
Saved in:
5
Mind the cap!-constrained portfolio optimisation in Heston's stochastic volatility model
Escobar, Marcos
;
Kschonnek, M.
;
Zagst, Rudi
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1793-1813
Persistent link: https://www.econbiz.de/10014452471
Saved in:
6
A multivariate 4/2 stochastic covariance model : properties and applications to portfolio decisions
Cheng, Yuyang
;
Escobar, Marcos
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 497-519
Persistent link: https://www.econbiz.de/10014232681
Saved in:
7
A novel hydroeconomic - econometric approach for integrated transboundary water management under uncertainty
Englezos, N.
;
Kartala, X.
;
Koundouri, Phoebe
;
Tsionas, …
- In:
Environmental and resource economics
84
(
2023
)
4
,
pp. 975-1030
Persistent link: https://www.econbiz.de/10014251916
Saved in:
8
A polynomial-affine approximation for dynamic portfolio choice
Zhu, Yichen
;
Escobar, Marcos
;
Davison, Matt
- In:
Computational economics
62
(
2023
)
3
,
pp. 1177-1213
Persistent link: https://www.econbiz.de/10014382894
Saved in:
9
Productivity and performance : a GMM approach
Tsionas, Efthymios G.
;
Kumbhakar, Subal
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
2
,
pp. 331-344
Persistent link: https://www.econbiz.de/10014304384
Saved in:
10
Proxy variable estimation of productivity and efficiency
Tsionas, Efthymios G.
;
Kumbhakar, Subal
- In:
Southern economic journal
89
(
2023
)
3
,
pp. 885-923
Persistent link: https://www.econbiz.de/10014309037
Saved in:
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