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Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function
Kerstens, Kristiaan; Mounir, Amine; Van de Woestyne, Ignace - In: European journal of operational research : EJOR 210 (2011) 1, pp. 81-94
Persistent link: https://www.econbiz.de/10008826761
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Negative data in DEA : a simple proportional distance function approach
Kerstens, Kristiaan; Woestyne, I. van der - In: Journal of the Operational Research Society : OR 62 (2011) 7, pp. 1413-1419
Persistent link: https://www.econbiz.de/10009155409
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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
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Comparing Malmquist and Hicks-Moorsteen productivity indices : exploring the impact of unbalanced vs. balanced panel data
Kerstens, Kristiaan; Van de Woestyne, Ignace - In: European journal of operational research : EJOR 233 (2014) 3, pp. 749-758
Persistent link: https://www.econbiz.de/10010228191
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Frontier-based vs. traditional mutual fund ratings : a first backtesting analysis
Brandouy, Olivier; Kerstens, Kristiaan; Van de … - In: European journal of operational research : EJOR 242 (2015) 1, pp. 332-342
Persistent link: https://www.econbiz.de/10010488000
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Benchmarking mean-variance portfolios using a shortage function : the choice of direction vector affects rankings!
Kerstens, Kristiaan; Mounir, A.; Woestyne, I. Van de - In: Journal of the Operational Research Society : OR 63 (2012) 9, pp. 1199-1212
Persistent link: https://www.econbiz.de/10009582033
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Procedures for ranking technical and cost efficient units : with a focus on nonconvexity
Kerstens, Kristiaan; Sadeghi, Jafar; Toloo, Mehdi; Van … - In: European journal of operational research : EJOR 300 (2022) 1, pp. 269-281
Persistent link: https://www.econbiz.de/10013173854
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Global and local scale characteristics in convex and nonconvex nonparametric technologies : a first empirical exploration
Cesaroni, Giovanni; Kerstens, Kristiaan; Van de … - In: European journal of operational research : EJOR 259 (2017) 2, pp. 576-586
Persistent link: https://www.econbiz.de/10011661580
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Metafrontier productivity indices : questioning the common convexification strategy
Jin, Qianying; Kerstens, Kristiaan; Van de Woestyne, Ignace - In: European journal of operational research : EJOR 283 (2020) 2, pp. 737-747
Persistent link: https://www.econbiz.de/10012294907
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Convex and nonconvex input-oriented technical and economic capacity measures : an empirical comparison
Kerstens, Kristiaan; Sadeghi, Jafar; Van de Woestyne, Ignace - In: European journal of operational research : EJOR 276 (2019) 2, pp. 699-709
Persistent link: https://www.econbiz.de/10012003642