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Empirical tests for stochastic dominance optimality
Post, Thierry - In: Review of finance : journal of the European Finance … 21 (2017) 2, pp. 793-810
Persistent link: https://www.econbiz.de/10011803305
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A quasi-concave DEA model with an application for bank branch performance evaluation
Dekker, David J.; Post, Thierry - 1999
Persistent link: https://www.econbiz.de/10000168142
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Bank performance benchmarking in stochastic environments using log-linear mean-variance data envelopment analysis
Post, Thierry; Spronk, Jaap - 1997
Persistent link: https://www.econbiz.de/10000962253
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Second-order stochastic dominance, reward-risk portfolio selection, and the CAPM
De Giorgi, Enrico; Post, Thierry - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 525-546
Persistent link: https://www.econbiz.de/10003729147
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Multivariate tests for stochastic dominance efficiency of a given portfolio
Post, Thierry; Versijp, Philippe - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 2, pp. 489-515
Persistent link: https://www.econbiz.de/10003484176
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Sorting out downside beta
Post, Thierry (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10008663204
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Prospect theory and the size and value premium puzzles
De Giorgi, Enrico (contributor); Hens, Thorsten (contributor) - 2005
Persistent link: https://www.econbiz.de/10003237672
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Stochastic reference points and the dependence structure
De Giorgi, Enrico (contributor); Post, Thierry (contributor) - 2007
This study investigates reference-dependent choice with a stochastic, state-dependent reference point. The optimal reference-dependent solution equals the optimal consumption solution (no loss aversion) if the reference point is selected fully endogenously. Given that loss aversion is...
Persistent link: https://www.econbiz.de/10003550680
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Downside risk and asset pricing
Post, Thierry; Vliet, Pim van - In: Journal of banking & finance 30 (2006) 3, pp. 823-849
Persistent link: https://www.econbiz.de/10003300393
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Loss aversion with a state-dependent reference point
De Giorgi, Enrico; Post, Thierry - 2010
Persistent link: https://www.econbiz.de/10009240309