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A test for mean-variance efficiency of a given portfolio under restrictions
Post, Thierry (contributor) - 2005
Persistent link: https://www.econbiz.de/10002969233
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Wanted: a test for FSD optimality of a given portfolio
Post, Thierry (contributor) - 2005
Persistent link: https://www.econbiz.de/10002969397
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Stochastic dominance in case of portfolio diversification
Post, Thierry - 2001
Persistent link: https://www.econbiz.de/10001692624
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A stochastic dominance approach to spanning
Post, Thierry (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641675
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Testing for third-order stochastic dominance with diversification possibilities
Post, Thierry (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641680
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Statistical inference on stochastic dominance efficiency : do omitted risk factors explain the size and book-to-market effects?
Post, Thierry (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001765957
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Empirical tests for stochastic dominance efficiency
Post, Thierry - In: The journal of finance : the journal of the American … 58 (2003) 5, pp. 1905-1931
Persistent link: https://www.econbiz.de/10001797763
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Non-convex data envelopment analysis
Post, Thierry - 1997
Persistent link: https://www.econbiz.de/10000974962
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Transconcave data envelopment analysis
Post, Thierry - 1997
Persistent link: https://www.econbiz.de/10000977236
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Asset prices and omitted moments : a stochastic dominance analysis of market efficiency
Post, Thierry (contributor) - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001774061