Interactive data envelopment analysis / by Thierry Post, Jaap SpronkPerformance benchmarking in stochastic environments using mean-variance data envelopment analysis / Thierry PostBank performance benchmarking in stochastic environments using log-linear mean-variance data envelopment analysis / Thierry Post, Jaap SpronkNon-convex data envelopment analysis / Thierry PostTransconcave Data Envelopment Analysis / Thierry PostEstimating non-convex production sets using transconcave DEA / G.T. PostNonparametric efficiency estimation in stochastic environments / G.T. PostEvaluating productive performance under uncertainty : combining data envelopment analysis, mean-variance analysis, and multi-factor risk models / Thierry Post and Jaap SpronkFinding the frontier : methodological advances in data envelopment analysis / Gerrit Tjeerd PostStochastic dominance in case of portfolio diversification: linear-programming tests / Thierry PostStochastic dominance in case of portfolio diversification / Thierry PostTesting for stochastic dominance with diversification possibilities / Thierry PostSpanning and intersection : a stochastic dominance approach / Thierry PostLP tests for MV efficiency / Thierry PostA stochastic dominance approach to spanning / Thierry PostTesting for third-order stochastic dominance with diversification possibilities / Thierry PostDoes risk seeking drive asset prices? : a stochastic dominance analysis of aggregate investor preferences / Thierry Post and Haim LevyDoes risk seeking drive asset prices? / Thierry Post, Sanjeev GoyalDoes risk seeking drive asset prices? : a stochastic dominance analysis of aggregate investor preferences / Thierry Post, Haim LevyDownside risk and upside potential / Thierry Post and Pim van VlietStatistical inference on stochastic dominance efficiency : do omitted risk factors explain the size and book-to-market effects? / Thierry PostRisk aversion and skewness preference : comment / Thierry Post and Pim van VlietAsset prices and omitted moments : a stochastic dominance analysis of market efficiency / Thierry PostA GMM test for SSD efficiency / Thierry Post and Philippe VersijpDownside risk and asset pricing / Thierry Post and Pim van VlietConditional downside risk and the CAPM / Thierry Post and Pim van VlietTesting for stochastic dominance efficiency / Thierry Post, Olivier Linton and Yoon-Jae WhangA test for mean-variance efficiency of a given portfolio under restrictions / Thierry PostWanted: a test for FSD optimality of a given portfolio / Thierry PostDeal or no deal? : decision-making under risk in a large-payoff game show / Thierry Post, Guido Baltussen, Martijn van den AssemDeal or no deal? : decision making under risk in a large pay-off game show / Thierry Post, Guido Baltussen, Martijn Van den AssemSorting out downside beta / Thierry Post, Pim van Vliet, and Simon LansdorpRisk aversion and skewness preference / Thierry Post, Pim van Vliet, Haim LevySecond-Order Stochastic Dominance, Reward-Risk Portfolio Selection, and the CAPM / Thierry Post, Enrico De GeorgiOn the Dual Test for SSD Efficiency : With an Application to Momentum Investment Strategies / Thierry PostDoes Risk Seeking Drive Stock Prices? : A Stochastic Dominance Analysis of Aggregate Investor Preferences and Beliefs / Thierry Post, Haim LevyA Nonparametric Efficiency Estimation in Stochastic Environments II : noise-to-signal estimation, finite sample performance and hypothesis testing / Thierry PostMultivariate Test for Stochastic Dominance efficiency of a Given Portfolio / Thierry Post, Philippe VersijpDownside Risk and Asset Pricing / Thierry Post, W.N. van VlietPerformance Evaluation in Stochastic Environments Using Mean-Variance Data Envelopment Analysis / Thierry Post
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A quasi-concave DEA model with an application for bank branch performance evaluation / D.J. Dekker, G.T. PostRobust efficiency measurement : dealing with outliers in data envelopment analysis / Timo Kuosmanen, Thierry PostMeasuring economic efficiency with incomplete price information : with an application to European commercial banks / Timo Kuosmanen, Thierry PostNon-parametric tests for firm efficiency in case of errors-in-variables : efficiency depth / Timo Kuosmanen, Thierry PostNon-parametric tests for firm efficiency in case of errors-in-variables : efficiency depth / Timo Kuosmanen, Thierry PostTesting for productive efficiency with errors-in-variables : with an application to the Dutch electricity sector / Timo Kuosmanen, Thierry Post, Stefan ScholtesNonparametric efficiency estimation in stochastic environments (II): noise-to-signal estimation, finite sample performance and hypothesis testing / Laurens Cherchye and Thierry PostMethodological advances in DEA: a survey and an application for the Dutch electricity sector / Laurens Cherchye & Thierry PostNonparametric efficiency estimation in stochastic environments (II): noise-to-signal estimation, finite sample performance and hypothesis testing / Laurens Cherchye and Thierry PostWhat is the Economic Meaning of FDH? / L. Cherchye, T. Kuosmanen, Thierry PostFDH Directional distance functions with an application to European Commercial banks / L. Cherchye, T. Kuosmanen, Thierry PostNonparametric Production Analysis in Non-Competitive Environments / L. Cherchye, T. Kuosmanen, Thierry PostNonparametric Efficiency Analysis under Uncertainty : A First-Order Stochastic Dominance Approach / T. Kuosmanen, Thierry PostQuadratic Data Envelopment Analysis / T. Kuosmanen, Thierry PostMeasuring Economic Efficiency under Imperfect Price Information : With an Application to European Commercial Banks / T. Kuosmanen, Thierry PostNote on : Measuring economic efficiency with incomplete price information / T. Kuosmanen, Thierry PostViolations of Cumulative Prospect Theory in Mixed Gambles with Moderate Probabilities / Guido Baltussen, Thierry Post, Pim van VlietAlternative Treatments of Congestion in DEA / L. Cherchye, T. Kuosmanen, Thierry PostA quasi-concave DEA model with an application for bank branch performance evaluation / David Dekker, Thierry Post