Mike G. Tsionas

Publication Activity (10 Years)

Years Active: 2016-2024
Publications (10 Years): 51

Top Topics

Statistical Model

Efficiency Gains

Causal Structure

Top Venues

Eur. J. Oper. Res.

Ann. Oper. Res.

J. Multivar. Anal.

Publications

Mike G. Tsionas
Correction to: Multi-criteria optimization in regression. Ann. Oper. Res. 332 (1) (2024)
Mike G. Tsionas
A generalized inefficiency model with input and output dependence. Eur. J. Oper. Res. 312 (1) (2024)
Emmanuel C. Mamatzakis, Pankaj C. Patel, Mike G. Tsionas
A Bayesian learning model of hedge fund performance. Ann. Oper. Res. 333 (1) (2024)
Hirofumi Fukuyama, Mike G. Tsionas, Yong Tan
The impacts of innovation and trade openness on bank market power: The proposal of a minimum distance cost function approach and a causal structure analysis. Eur. J. Oper. Res. 312 (3) (2024)
Mike G. Tsionas
Performance estimation when the distribution of inefficiency is unknown. Eur. J. Oper. Res. 304 (3) (2023)
Mike G. Tsionas
Minimax regret priors for efficiency estimation. Eur. J. Oper. Res. 309 (3) (2023)
Hirofumi Fukuyama, Mike G. Tsionas, Yong Tan
Dynamic network data envelopment analysis with a sequential structure and behavioural-causal analysis: Application to the Chinese banking industry. Eur. J. Oper. Res. 307 (3) (2023)
Mike G. Tsionas
Linex and double-linex regression for parameter estimation and forecasting. Ann. Oper. Res. 323 (1) (2023)
Mike G. Tsionas
Combining data envelopment analysis and stochastic frontiers via a LASSO prior. Eur. J. Oper. Res. 304 (3) (2023)
Mike G. Tsionas
Bayesian learning in performance. Is there any? Eur. J. Oper. Res. 311 (1) (2023)
Mike G. Tsionas
Clustering and meta-envelopment in data envelopment analysis. Eur. J. Oper. Res. 304 (2) (2023)
Mike G. Tsionas, Dionisis Philippas
Measures of global sensitivity in linear programming: applications in banking sector. Ann. Oper. Res. 330 (1) (2023)
Mike G. Tsionas
Joint production in stochastic non-parametric envelopment of data with firm-specific directions. Eur. J. Oper. Res. 307 (3) (2023)
Kien C. Tran, Mike G. Tsionas, Artem B. Prokhorov
Semiparametric estimation of spatial autoregressive smooth-coefficient panel stochastic frontier models. Eur. J. Oper. Res. 304 (3) (2023)
Mike G. Tsionas, Subal C. Kumbhakar
Corrigendum to "Stochastic frontier models with time-varying conditional variances" [European Journal of Operational Research 292 (2021) 1115-1132]. Eur. J. Oper. Res. 299 (1) (2022)
Mike G. Tsionas, Konstantinos N. Baltas
On identifying risk-adjusted efficiency gains or losses of prospective mergers and acquisitions. Ann. Oper. Res. 318 (1) (2022)
Michael L. Polemis, Mike G. Tsionas
Endogenous productivity: a new Bayesian perspective. Ann. Oper. Res. 318 (1) (2022)
Mike G. Tsionas
Convex non-parametric least squares, causal structures and productivity. Eur. J. Oper. Res. 303 (1) (2022)
Scott E. Atkinson, Mike G. Tsionas
Generalized estimation of productivity with multiple bad outputs: The importance of materials balance constraints. Eur. J. Oper. Res. 292 (3) (2021)
Mike G. Tsionas
Optimal combinations of stochastic frontier and data envelopment analysis models. Eur. J. Oper. Res. 294 (2) (2021)
Mike G. Tsionas, Subal C. Kumbhakar
Stochastic frontier models with time-varying conditional variances. Eur. J. Oper. Res. 292 (3) (2021)
Emmanuel C. Mamatzakis, Mike G. Tsionas
Testing for persistence in US mutual funds' performance: a Bayesian dynamic panel model. Ann. Oper. Res. 299 (1) (2021)
Emmanuel C. Mamatzakis, Mike G. Tsionas
Making inference of British household's happiness efficiency: A Bayesian latent model. Eur. J. Oper. Res. 294 (1) (2021)
Mike G. Tsionas
Multi-criteria optimization in regression. Ann. Oper. Res. 306 (1) (2021)
Manthos D. Delis, Maria Iosifidi, Mike G. Tsionas
Management estimation in banking. Eur. J. Oper. Res. 284 (1) (2020)
Mike G. Tsionas
Quantile Stochastic Frontiers. Eur. J. Oper. Res. 282 (3) (2020)
Subal C. Kumbhakar, Mike G. Tsionas
On the estimation of technical and allocative efficiency in a panel stochastic production frontier system model: Some new formulations and generalizations. Eur. J. Oper. Res. 287 (2) (2020)
Mike G. Tsionas, Emir Malikov, Subal C. Kumbhakar
Endogenous dynamic efficiency in the intertemporal optimization models of firm behavior. Eur. J. Oper. Res. 284 (1) (2020)
Mike G. Tsionas, Athanasios Andrikopoulos
On a High-Dimensional Model Representation method based on Copulas. Eur. J. Oper. Res. 284 (3) (2020)
Mike G. Tsionas
A coherent approach to Bayesian Data Envelopment Analysis. Eur. J. Oper. Res. 281 (2) (2020)
Mike G. Tsionas, Athanasios Andrikopoulos
A note on the Gao et al. (2019) uniform mixture model in the case of regression. Ann. Oper. Res. 289 (2) (2020)
A. George Assaf, Ruijun Bu, Mike G. Tsionas
A Bayesian approach to continuous type principal-agent problems. Eur. J. Oper. Res. 280 (3) (2020)
Mike G. Tsionas, Emmanuel C. Mamatzakis, Steven Ongena
Does risk aversion affect bank output loss? The case of the Eurozone. Eur. J. Oper. Res. 282 (3) (2020)
Mike G. Tsionas
A note on Sigma-Mu efficiency analysis as a methodology for evaluating units through composite indicators. Eur. J. Oper. Res. 286 (3) (2020)
Levent Kutlu, Kien C. Tran, Mike G. Tsionas
A spatial stochastic frontier model with endogenous frontier and environmental variables. Eur. J. Oper. Res. 286 (1) (2020)
Panagiotis Xidonas, Mike G. Tsionas, Constantin Zopounidis
On mutual funds-of-ETFs asset allocation with rebalancing: sample covariance versus EWMA and GARCH. Ann. Oper. Res. 284 (1) (2020)
Mike G. Tsionas
Bounded rationality and thick frontiers in stochastic frontier analysis. Eur. J. Oper. Res. 284 (2) (2020)
Mike G. Tsionas
On a model of environmental performance and technology gaps. Eur. J. Oper. Res. 285 (3) (2020)
Mike G. Tsionas
Multi-objective optimization using statistical models. Eur. J. Oper. Res. 276 (1) (2019)
Mike G. Tsionas, Sushanta K. Mallick
A Bayesian semiparametric approach to stochastic frontiers and productivity. Eur. J. Oper. Res. 274 (1) (2019)
Mike G. Tsionas, Michael L. Polemis
On the estimation of total factor productivity: A novel Bayesian non-parametric approach. Eur. J. Oper. Res. 277 (3) (2019)
Mike G. Tsionas, Emmanuel C. Mamatzakis
Further results on estimating inefficiency effects in stochastic frontier models. Eur. J. Oper. Res. 275 (3) (2019)
Mike G. Tsionas, Marwan Izzeldin
A novel model of costly technical efficiency. Eur. J. Oper. Res. 268 (2) (2018)
Mike G. Tsionas, Marwan Izzeldin
Smooth approximations to monotone concave functions in production analysis: An alternative to nonparametric concave least squares. Eur. J. Oper. Res. 271 (3) (2018)
Theodore E. Simos, Mike G. Tsionas
Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme. Comput. Stat. 33 (4) (2018)
Mike G. Tsionas
Microfoundations for stochastic frontiers. Eur. J. Oper. Res. 258 (3) (2017)
Manthos D. Delis, Maria Iosifidi, Mike G. Tsionas
Endogenous bank risk and efficiency. Eur. J. Oper. Res. 260 (1) (2017)
Mike G. Tsionas
Bayesian analysis of multivariate stable distributions using one-dimensional projections. J. Multivar. Anal. 143 (2016)
Mike G. Tsionas
Notes on technical efficiency estimation with multiple inputs and outputs. Eur. J. Oper. Res. 249 (2) (2016)
Mike G. Tsionas
Parameters measuring bank risk and their estimation. Eur. J. Oper. Res. 250 (1) (2016)
Kien C. Tran, Mike G. Tsionas
Zero-inefficiency stochastic frontier models with varying mixing proportion: A semiparametric approach. Eur. J. Oper. Res. 249 (3) (2016)