Thierry Post

24 papers Journal 24
YearRankTypeTitle / Venue / Authors
2024 J jnl
Generalized Stochastic Arbitrage Opportunities.
Manag. Sci.
Stelios Arvanitis, Thierry Post
2021 J jnl
Risk Arbitrage Opportunities for Stock Index Options.
Oper. Res.
Thierry Post, Inaki Rodríguez Longarela
2021 J jnl
Stochastic Bounds for Reference Sets in Portfolio Analysis.
Manag. Sci.
Stelios Arvanitis, Thierry Post, Nikolas Topaloglou
2018 J jnl
Increasing discriminatory power in well-being analysis using convex stochastic dominance.
Soc. Choice Welf.
Gordon Anderson, Thierry Post
2017 J jnl
Higher-degree stochastic dominance optimality and efficiency.
Eur. J. Oper. Res.
Yi Fang, Thierry Post
2017 J jnl
Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood.
Manag. Sci.
Thierry Post, Valerio Potì
2017 J jnl
Portfolio Choice Based on Third-Degree Stochastic Dominance.
Manag. Sci.
Thierry Post, Milos Kopa
2016 J jnl
Standard Stochastic Dominance.
Eur. J. Oper. Res.
Thierry Post
2015 J jnl
A general test for SSD portfolio efficiency.
OR Spectr.
Milos Kopa, Thierry Post
2015 J jnl
Linear Tests for Decreasing Absolute Risk Aversion Stochastic Dominance.
Manag. Sci.
Thierry Post, Yi Fang, Milos Kopa
2013 J jnl
General linear formulations of stochastic dominance criteria.
Eur. J. Oper. Res.
Thierry Post, Milos Kopa
2011 J jnl
Loss Aversion with a State-Dependent Reference Point.
Manag. Sci.
Enrico G. De Giorgi, Thierry Post
2008 J jnl
On the dual test for SSD efficiency: With an application to momentum investment strategies.
Eur. J. Oper. Res.
Thierry Post
2006 J jnl
Violations of Cumulative Prospect Theory in Mixed Gambles with Moderate Probabilities.
Manag. Sci.
Guido Baltussen, Thierry Post, Pim van Vliet
2003 J jnl
Measuring economic efficiency with incomplete price information.
Eur. J. Oper. Res.
Timo Kuosmanen, Thierry Post
2002 J jnl
Nonparametric Efficiency EstimationIn Stochastic Environments.
Oper. Res.
Thierry Post, Laurens Cherchye, Timo Kuosmanen
2002 J jnl
Quadratic data envelopment analysis.
J. Oper. Res. Soc.
Timo Kuosmanen, Thierry Post
2001 J jnl
A quasi-concave DEA model with an application for bank branch performance evaluation.
Eur. J. Oper. Res.
David Dekker, Thierry Post
2001 J jnl
Alternative treatments of congestion in DEA: A rejoinder to Cooper, Gu, and Li.
Eur. J. Oper. Res.
Laurens Cherchye, Timo Kuosmanen, Thierry Post
2001 J jnl
Estimating non-convex production sets - imposing convex input sets and output sets in data envelopment analysis.
Eur. J. Oper. Res.
Thierry Post
2001 J jnl
Measuring economic efficiency with incomplete price information: With an application to European commercial banks.
Eur. J. Oper. Res.
Timo Kuosmanen, Thierry Post
2001 J jnl
Performance Evaluation in Stochastic Environments Using Mean-Variance Data Envelopment Analysis.
Oper. Res.
Thierry Post
2001 J jnl
Transconcave data envelopment analysis.
Eur. J. Oper. Res.
Thierry Post
1999 J jnl
Performance benchmarking using interactive data envelopment analysis.
Eur. J. Oper. Res.
Thierry Post, Jaap Spronk