Post Thierry

Thierry Post

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Found 12 papers in total
Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood
Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood
2017
This study formulates portfolio analysis in terms of stochastic dominance, relative...
Loss Aversion with a State‐Dependent Reference Point
Loss Aversion with a State‐Dependent Reference Point
2011
This study investigates reference‐dependent choice with a stochastic,...
Violations of cumulative prospect theory in mixed gambles with moderate probabilities
Violations of cumulative prospect theory in mixed gambles with moderate probabilities
2006
In a classroom choice experiment with mixed gambles and moderate probabilities, we...
Non-paremetric production analysis in non-competitive environments
Non-paremetric production analysis in non-competitive environments
2002
We extend the non-parametric methodology for empirical production analysis to deal...
Quadratic data envelopment analysis
Quadratic data envelopment analysis
2002
Data Envelopment Analysis (DEA) offers a piece-wise linear approximation of the...
Nonparametric efficiency estimation in stochastic environments
Nonparametric efficiency estimation in stochastic environments
2002
This paper develops a new nonparametric model for efficiency estimation. In contrast...
A quasi-concave data envelopment analysis model with an application for bank branch performance evaluation
A quasi-concave data envelopment analysis model with an application for bank branch performance evaluation
2001
In this paper, we present a data envelopment analysis (DEA) model that replaces the...
Measuring economic efficiency with incomplete price information: With an application to European commercial banks
Measuring economic efficiency with incomplete price information: With an application to European commercial banks
2001
Measuring economic efficiency requires complete price information, while resorting to...
Alternative treatments of congestion in data envelopment analysis: A rejoinder to Cooper, Gu, and Li
Alternative treatments of congestion in data envelopment analysis: A rejoinder to Cooper, Gu, and Li
2001
This paper is a response to Cooper, W.W., B. Gu, and S. Li: ‘Comparisons and...
Performance evaluation in stochastic environments using mean-variance data envelopment analysis
Performance evaluation in stochastic environments using mean-variance data envelopment analysis
2001
Traditional Data Envelopment Analysis neglects uncertainty for the input–output...
Estimating non-convex production sets – imposing convex input sets and output sets in data envelopment analysis
Estimating non-convex production sets – imposing convex input sets and output sets in data envelopment analysis
2001
In this paper, we present Data Envelopment Analysis models for estimating non-convex...
Performance benchmarking using interactive data envelopment analysis
Performance benchmarking using interactive data envelopment analysis
1999
This paper presents a procedure for performance benchmarking, that extends the...
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