//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Portfolio-Management"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Incentive regulation and the r...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio-Management
Theorie
63
Theory
63
Productivity
50
Produktivität
44
Data envelopment analysis
27
Technical efficiency
27
Technische Effizienz
23
Data-Envelopment-Analyse
22
Index
20
Index number
20
Efficiency
15
Spain
15
Spanien
15
Bank
14
Technischer Fortschritt
12
Technological change
12
shortage function
11
Capacity utilization
10
Kapazitätsauslastung
10
Measurement
10
Messung
10
efficient frontier
10
Effizienz
9
Estimation
9
Portfolio selection
9
Profitability
9
Rentabilität
9
Schätzung
9
USA
9
United States
9
Malmquist productivity index
8
Production capacity
8
Productivity change
8
Produktionskapazität
8
Produktivitätsentwicklung
8
Returns to scale
8
Belgien
7
Belgium
7
Cost function
7
more ...
less ...
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Aufsatz im Buch
1
Book section
1
Language
All
English
9
Author
All
Kerstens, Kristiaan
9
Briec, Walter
5
Van de Woestyne, Ignace
5
Brandouy, Olivier
3
Jokung Nguena, Octave
1
Mounir, A.
1
Mounir, Amine
1
Woestyne, I. Van de
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
3
Efficiency and productivity growth : modelling in the financial services industry
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of the Operational Research Society : OR
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Omega : the international journal of management science
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Saved in:
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
Saved in:
3
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:
4
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:
5
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:
6
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
Saved in:
7
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:
8
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:
9
Benchmarking mean-variance portfolios using a shortage function : the choice of direction vector affects rankings!
Kerstens, Kristiaan
;
Mounir, A.
;
Woestyne, I. Van de
- In:
Journal of the Operational Research Society : OR
63
(
2012
)
9
,
pp. 1199-1212
Persistent link: https://www.econbiz.de/10009582033
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->