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Consumption, earnings risk, and payout ratios

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Earnings-consumption betas and stock valuation

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Die Mortalitätsrate von Managed Future-Fonds : eine empirische Analyse der Jahre 1990-2003

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The response of hedge fund tail risk to macroeconomic shocks : a nonlinear VAR approach

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The q-factor and the Fama and French asset pricing models : hedge fund evidence

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An application of style analysis to Middle East and North African (MENA) hedge funds

Gregoriou, Greg N.; Wu, M. - In: Handbook of frontier markets : evidence from Mittle …, (pp. 19-31). 2016

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Advances in Efficiency and Productivity II

Aparicio, Juan (ed.); Lovell, C. A. Knox (ed.); … - 2020 - 1st ed. 2020.

Chapter 1. Introduction -- Chapter 2. New Definitions of Economic Cross-Efficiency -- Chapter 3. Evaluating Efficiency in Non-Homogeneous Environments -- Chapter 4. Testing Positive Endogeneity in Inputs in Data Envelopment Analysis -- Chapter 5. Modelling Pollution-Generating Technologies: A...

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A nonparametric framework to detect outliers in estimating production frontiers

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Advances in efficiency and productivity II

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This book surveys the state-of-the-art in efficiency and productivity analysis, examining advances in the analytical foundations and empirical applications. The analytical techniques developed in this book for efficiency provide alternative ways of defining optimum outcome sets, typically as a...

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Estimating effectiveness of identifying human trafficking via data envelopment analysis

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