Thierry Post

According to our database, Thierry Post authored at least 23 papers between 1999 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2021

Stochastic Bounds for Reference Sets in Portfolio Analysis.

Stelios Arvanitis, Thierry Post, Nikolas Topaloglou

Manag. Sci., 2021

Risk Arbitrage Opportunities for Stock Index Options.

Thierry Post, Inaki Rodríguez Longarela

Oper. Res., 2021

2018

Increasing discriminatory power in well-being analysis using convex stochastic dominance.

Gordon Anderson, Thierry Post

Soc. Choice Welf., 2018

2017

Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood.

Thierry Post, Valerio Potì

Manag. Sci., 2017

Portfolio Choice Based on Third-Degree Stochastic Dominance.

Thierry Post, Milos Kopa

Manag. Sci., 2017

Higher-degree stochastic dominance optimality and efficiency.

Yi Fang, Thierry Post

Eur. J. Oper. Res., 2017

2016

Standard Stochastic Dominance.

Thierry Post

Eur. J. Oper. Res., 2016

2015

A general test for SSD portfolio efficiency.

Milos Kopa, Thierry Post

OR Spectr., 2015

Linear Tests for Decreasing Absolute Risk Aversion Stochastic Dominance.

Thierry Post, Yi Fang, Milos Kopa

Manag. Sci., 2015

2013

General linear formulations of stochastic dominance criteria.

Thierry Post, Milos Kopa

Eur. J. Oper. Res., 2013

2011

Loss Aversion with a State-Dependent Reference Point.

Enrico G. De Giorgi, Thierry Post

Manag. Sci., 2011

2008

On the dual test for SSD efficiency: With an application to momentum investment strategies.

Thierry Post

Eur. J. Oper. Res., 2008

2006

Violations of Cumulative Prospect Theory in Mixed Gambles with Moderate Probabilities.

Guido Baltussen, Thierry Post, Pim van Vliet

Manag. Sci., 2006

2003

Measuring economic efficiency with incomplete price information.

Timo Kuosmanen, Thierry Post

Eur. J. Oper. Res., 2003

2002

Quadratic data envelopment analysis.

Timo Kuosmanen, Thierry Post

J. Oper. Res. Soc., 2002

Nonparametric Efficiency EstimationIn Stochastic Environments.

Thierry Post, Laurens Cherchye, Timo Kuosmanen

Oper. Res., 2002

2001

Performance Evaluation in Stochastic Environments Using Mean-Variance Data Envelopment Analysis.

Thierry Post

Oper. Res., 2001

Estimating non-convex production sets - imposing convex input sets and output sets in data envelopment analysis.

Thierry Post

Eur. J. Oper. Res., 2001

Transconcave data envelopment analysis.

Thierry Post

Eur. J. Oper. Res., 2001

Measuring economic efficiency with incomplete price information: With an application to European commercial banks.

Timo Kuosmanen, Thierry Post

Eur. J. Oper. Res., 2001

A quasi-concave DEA model with an application for bank branch performance evaluation.

David Dekker, Thierry Post

Eur. J. Oper. Res., 2001

Alternative treatments of congestion in DEA: A rejoinder to Cooper, Gu, and Li.

Laurens Cherchye, Timo Kuosmanen, Thierry Post

Eur. J. Oper. Res., 2001

1999

Performance benchmarking using interactive data envelopment analysis.

Thierry Post, Jaap Spronk

Eur. J. Oper. Res., 1999