Graduate School of Business

  • Kazakhstan

Research Output

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Review article
2007

Multivariate tests for stochastic dominance efficiency of a given portfolio

Post, T. & Versijp, P., Jun 2007, In : Journal of Financial and Quantitative Analysis. 42, 2, p. 489-516 28 p.

Research output: Contribution to journalReview article

30 Citations (Scopus)
2005

Does risk seeking drive stock prices? A stochastic dominance analysis of aggregate investor preferences and beliefs

Post, T. & Levy, H., Sep 1 2005, In : Review of Financial Studies. 18, 3, p. 925-953 29 p.

Research output: Contribution to journalReview article

60 Citations (Scopus)
2004

Optimal portfolio choice under loss aversion

Berkelaar, A. B., Kouwenberg, R. & Post, T., Nov 2004, In : Review of Economics and Statistics. 86, 4, p. 973-987 15 p.

Research output: Contribution to journalReview article

155 Citations (Scopus)
2003

Empirical Tests for Stochastic Dominance Efficiency

Post, T., Oct 2003, In : Journal of Finance. 58, 5, p. 1905-1932 28 p.

Research output: Contribution to journalReview article

121 Citations (Scopus)

Methodological Advances in DEA: A survey and an application for the Dutch electricity sector

Cherchye, L. & Post, T., Nov 2003, In : Statistica Neerlandica. 57, 4, p. 410-438 29 p.

Research output: Contribution to journalReview article

25 Citations (Scopus)