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Investments

Levy, Haim; Post, Thierry - 2005

Persistent link: https://www.econbiz.de/10002135599

Sorting out downside beta

Post, Thierry (contributor); … - 2009

Persistent link: https://www.econbiz.de/10008663204

Sorting Out Downside Beta

Post, Thierry - 2012

This study analyzes various measures of the downside beta of stocks. Downside beta is sometimes defined and estimated in different ways. Theoretically, an approach based on the mean-semi-variance equilibrium model appears superior. Two known alternative approaches are not consistent with the...

Persistent link: https://www.econbiz.de/10013112836

Shadow price approach to total factor productivity measurement : with an application to Finnish grass-silage production

Kuosmanen, Timo; Post, Thierry; Sipiläinen, Timo - In: Journal of productivity analysis 22 (2004) 1/2, pp. 95-121

Persistent link: https://www.econbiz.de/10002170558

Measuring economic efficiency with incomplete price information

Kuosmanen, T.; Post, Thierry - 1999

Persistent link: https://www.econbiz.de/10001433334

Increasing discriminatory power in well-being analysis using convex stochastic dominance

Anderson, Gordon; Post, Thierry - In: Social choice and welfare 51 (2018) 3, pp. 551-561

Persistent link: https://www.econbiz.de/10012018401

Multivariate tests for stochastic dominance efficiency of a given portfolio

Post, Thierry; Versijp, Philippe - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 2, pp. 489-515

Persistent link: https://www.econbiz.de/10003484176

A portfolio optimality test based on the first-order stochastic dominance criterion

Kopa, Miloš; Post, Thierry - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 5, pp. 1103-1124

Persistent link: https://www.econbiz.de/10003938862

Prospect theory and the size and value premium puzzles

De Giorgi, Enrico (contributor); Hens, Thorsten (contributor) - 2005

Persistent link: https://www.econbiz.de/10003237672

Irrational diversification : an examination of individual portfolio choice

Baltussen, Guido; Post, Thierry - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 5, pp. 1463-1491

Persistent link: https://www.econbiz.de/10009424106