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Portfolio Performance Gauging...
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ECONIS (ZBW)
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1
Portfolio performance gauging in discrete time using a Luenberger productivity indicator
Brandouy, Olivier
;
Briec, Walter
;
Kerstens, Kristiaan
; …
- In:
Journal of banking & finance
34
(
2010
)
8
,
pp. 1899-1910
Persistent link: https://www.econbiz.de/10008665696
Saved in:
2
Backtesting superfund portfolio strategies based on frontier-based mutual fund ratings
Brandouy, Olivier
;
Kerstens, Kristiaan
;
Van de …
- In:
Efficiency and productivity growth : modelling in the …
,
(pp. 135-170)
.
2013
Persistent link: https://www.econbiz.de/10009753194
Saved in:
3
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
Saved in:
4
Multi-horizon Markowitz portfolio performance appraisals : a general approach
Briec, Walter
;
Kerstens, Kristiaan
- In:
Omega : the international journal of management science
37
(
2009
)
1
,
pp. 50-62
Persistent link: https://www.econbiz.de/10003767274
Saved in:
5
Short- and long-run credit constraints in French agriculture : a directional distance function framework using expenditure-constrained profit functions
Blancard, Stéphane
;
Boussemart, Jean-Philippe
;
Briec, …
- In:
American journal of agricultural economics
88
(
2006
)
2
,
pp. 351-364
Persistent link: https://www.econbiz.de/10003321593
Saved in:
6
The Luenberger productivity indicator : an economic specification leading to infeasibilities
Briec, Walter
;
Kerstens, Kristiaan
- In:
Economic modelling
26
(
2009
)
3
,
pp. 597-600
Persistent link: https://www.econbiz.de/10003870628
Saved in:
7
Tangency capacity notions based upon the profit and cost functions : a non-parametric approach and a general comparison
Briec, Walter
;
Kerstens, Kristiaan
;
Prior, Diego
;
Van …
- In:
Economic modelling
27
(
2010
)
5
,
pp. 1156-1166
Persistent link: https://www.econbiz.de/10008824895
Saved in:
8
Mean-variance-skewness portfolio performance gauging : a general shortage function and dual approach
Briec, Walter
;
Kerstens, Kristiaan
;
Jokung Nguena, Octave
- In:
Management science : journal of the Institute for …
53
(
2007
)
1
,
pp. 135-149
Persistent link: https://www.econbiz.de/10003632045
Saved in:
9
Portfolio selection in multidimensional general and partial moment space
Briec, Walter
;
Kerstens, Kristiaan
- In:
Journal of economic dynamics & control
34
(
2010
)
4
,
pp. 636-656
Persistent link: https://www.econbiz.de/10003966516
Saved in:
10
The Hicks-Moorsteen productivity index satisfies the determinateness axiom
Briec, Walter
;
Kerstens, Kristiaan
- In:
The Manchester School
79
(
2011
)
4
,
pp. 765-775
Persistent link: https://www.econbiz.de/10009376815
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