Performance benchmarking using interactive data envelopment analysis. - Thierry Post; Jaap Spronk (Eur. J. Oper. Res., 1999)

Alternative treatments of congestion in DEA: A rejoinder to Cooper, Gu, and Li. - Laurens Cherchye; 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)

Measuring economic efficiency with incomplete price information: With an application to European commercial banks. - Timo Kuosmanen; Thierry Post (Eur. J. Oper. Res., 2001)

Transconcave data envelopment analysis. - Thierry Post (Eur. J. 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)

Performance Evaluation in Stochastic Environments Using Mean-Variance Data Envelopment Analysis. - Thierry Post (Oper. Res., 2001)

Nonparametric Efficiency EstimationIn Stochastic Environments. - Thierry Post; Laurens Cherchye; Timo Kuosmanen (Oper. Res., 2002)

Quadratic data envelopment analysis. - Timo Kuosmanen; Thierry Post (J. Oper. Res. Soc., 2002)

Measuring economic efficiency with incomplete price information. - Timo Kuosmanen; Thierry Post (Eur. J. Oper. Res., 2003)

Violations of Cumulative Prospect Theory in Mixed Gambles with Moderate Probabilities. - Guido Baltussen; Thierry Post; Pim van Vliet (Manag. Sci., 2006)

On the dual test for SSD efficiency: With an application to momentum investment strategies. - Thierry Post (Eur. J. Oper. Res., 2008)

Loss Aversion with a State-Dependent Reference Point. - Enrico G. De Giorgi; Thierry Post (Manag. Sci., 2011)

General linear formulations of stochastic dominance criteria. - Thierry Post; Milos Kopa (Eur. J. Oper. Res., 2013)

Linear Tests for Decreasing Absolute Risk Aversion Stochastic Dominance. - Thierry Post; Yi Fang 004; Milos Kopa (Manag. Sci., 2015)

A general test for SSD portfolio efficiency. - Milos Kopa; Thierry Post (OR Spectr., 2015)

Standard Stochastic Dominance. - Thierry Post (Eur. J. Oper. Res., 2016)

Higher-degree stochastic dominance optimality and efficiency. - Yi Fang 004; Thierry Post (Eur. J. Oper. Res., 2017)

Portfolio Choice Based on Third-Degree Stochastic Dominance. - Thierry Post; Milos Kopa (Manag. Sci., 2017)

Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood. - Thierry Post; Valerio Potì (Manag. Sci., 2017)

Increasing discriminatory power in well-being analysis using convex stochastic dominance. - Gordon Anderson; Thierry Post (Soc. Choice Welf., 2018)

Risk Arbitrage Opportunities for Stock Index Options. - Thierry Post; Inaki Rodríguez Longarela (Oper. Res., 2021)

Stochastic Bounds for Reference Sets in Portfolio Analysis. - Stelios Arvanitis; Thierry Post; Nikolas Topaloglou (Manag. Sci., 2021)

Generalized Stochastic Arbitrage Opportunities. - Stelios Arvanitis; Thierry Post (Manag. Sci., 2024)