I. van de Woestyne

Discipline

Economies et finances (17) Sciences de l'information et de la communication (1)

Type de document

Articles (12) Colloques et conférences (5) Livres et chapitres d'ouvrages (2)

Co-auteur

Date

Source

Mot-clé

Finance (19) Finance (18) Securities (11) Investments (11) productivité (10) Productivity (10) Performance (8) Performance (8) temps (durée) (7) indicateur (7) Time (7) Gaging (7) Methods (4) Methods (4) Utilization (3) investissement (2) coût (2) comparaison (2) index (2) Lille (2) Comparison (2) Statistics (2) Statistical methods (2) Cost (2) Capital (2) Statistical methods (2) Models (2) répertoire (2) simulation (1) recherche (1)

Documents écrit par I. van de Woestyne (19) | parle de I. van de Woestyne (0)

Comparing Malmquist and Hicks-Moorsteen productivity indices : exploring the impact of unbalanced vs. balanced panel data
K. Kerstens et al. (2014)
A note on a variant of radial measure capable of dealing with negative inputs and outputs in DEA
K. Kerstens et al. (2014)
Solution methods for nonconvex free disposal hull models : a review and some critical comments
K. Kerstens et al. (2014)
Backtesting superfund portfolio strategies based on frontier-based mutual fund ratings
O. Brandouy et al. (2013)
Portfolio selection with skewness : a comparison of methods and a generalized one fund result
W. Briec et al. (2013)
Benchmarking mean-variance portfolios using a shortage function : the choice of direction vector affects rankings !
K. Kerstens et al. (2012)
Static efficiency decompositions and capacity utilization: integrating economic and technical capacity notions
B. de Borger et al. (2012)
Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function.
K. Kerstens et al. (2011)
Non-parametric frontier estimates of mutual fund performance using C- and L-moments: Some specification tests
K. Kerstens et al. (2011)
Tangency capacity notions based upon the profit and cost functions : a non-parametric approach and a general comparison.
W. Briec et al. (24 avr. 2010)
Portfolio performance gauging in discrete time using a luenberger productivity indicator.
O. Brandouy et al. (2010)
Optimal capacity utilization and reallocation in a german bank branch network: exploring some strategic scenarios.
K. Kerstens et al. (2010)
Exploring bi-criteria versus multi-dimensional lower partial moment portfolio models.
O. Brandouy et al. (2010)
Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator.
O. Brandouy et al. (5 sept. 2008)
Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator.
O. Brandouy et al. (25 juin 2008)
Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator.
O. Brandouy et al. (24 juin 2008)
Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator.
O. Brandouy et al.
Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator
K. Kerstens et al. (23 avr. 2008)
Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator.
O. Brandouy et al. (2008)