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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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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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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
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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
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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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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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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