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~subject:"Portfolio selection"
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Portfolio selection
Theorie
72
Theory
72
Productivity
36
Data envelopment analysis
34
Technical efficiency
34
Produktivität
33
Technische Effizienz
32
Data-Envelopment-Analyse
28
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18
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16
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Efficiency
14
Measurement
14
Messung
14
Returns to scale
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13
Portfolio-Management
12
shortage function
10
Capacity utilization
9
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Kapazitätsauslastung
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Malmquist productivity index
9
efficient frontier
9
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8
Kostenfunktion
8
Shortage function
8
Allocative efficiency
7
Belgien
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Belgium
7
DEA
7
Data Envelopment Analysis
7
Nichtparametrisches Verfahren
7
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7
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7
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7
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English
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Kerstens, Kristiaan
9
Briec, Walter
7
Van de Woestyne, Ignace
5
Brandouy, Olivier
3
Barros, Carlos Pestana
1
Jokung Nguena, Octave
1
Lesourd, Jean-Baptiste
1
Martinot, Natacha
1
Morard, Bernard
1
Mounir, A.
1
Mounir, Amine
1
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European journal of operational research : EJOR
3
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Efficiency and productivity growth : modelling in the financial services industry
1
Finance research letters
1
Journal of banking & finance
1
Journal of economic dynamics & control
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ECONIS (ZBW)
12
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1
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
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2
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
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3
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:
4
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:
5
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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6
On the information content of futures prices : application to LME nonferrous metal futures
Martinot, Natacha
;
Lesourd, Jean-Baptiste
;
Morard, Bernard
-
2000
Persistent link: https://www.econbiz.de/10001503795
Saved in:
7
On some class of distance functions for measuring portfolio efficiency
Barros, Carlos Pestana
;
Briec, Walter
;
Ratsimbanierana, …
- In:
Journal of mathematical finance
1
(
2011
)
2
,
pp. 15-27
Persistent link: https://www.econbiz.de/10009716643
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8
Shortage function and portfolio selection : on some special cases and extensions
Briec, Walter
;
Oms, Laurence
;
Paget-Blanc, Eric
- In:
Finance research letters
11
(
2014
)
3
,
pp. 295-302
Persistent link: https://www.econbiz.de/10010441837
Saved in:
9
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
Saved in:
10
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
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