Thierry Post

Publication Activity (10 Years)

Years Active: 1999-2024
Publications (10 Years): 10

Top Topics

Higher Efficiency

Learning Automata

Top Venues

Eur. J. Oper. Res.

Soc. Choice Welf.

Publications

Stelios Arvanitis, Thierry Post
Generalized Stochastic Arbitrage Opportunities. Manag. Sci. 70 (7) (2024)
Thierry Post, Inaki Rodríguez Longarela
Risk Arbitrage Opportunities for Stock Index Options. Oper. Res. 69 (1) (2021)
Stelios Arvanitis, Thierry Post, Nikolas Topaloglou
Stochastic Bounds for Reference Sets in Portfolio Analysis. Manag. Sci. 67 (12) (2021)
Gordon Anderson, Thierry Post
Increasing discriminatory power in well-being analysis using convex stochastic dominance. Soc. Choice Welf. 51 (3) (2018)
Thierry Post, Valerio Potì
Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood. Manag. Sci. 63 (1) (2017)
Thierry Post, Milos Kopa
Portfolio Choice Based on Third-Degree Stochastic Dominance. Manag. Sci. 63 (10) (2017)
Yi Fang, Thierry Post
Higher-degree stochastic dominance optimality and efficiency. Eur. J. Oper. Res. 261 (3) (2017)
Thierry Post
Standard Stochastic Dominance. Eur. J. Oper. Res. 248 (3) (2016)
Thierry Post, Yi Fang, Milos Kopa
Linear Tests for Decreasing Absolute Risk Aversion Stochastic Dominance. Manag. Sci. 61 (7) (2015)
Milos Kopa, Thierry Post
A general test for SSD portfolio efficiency. OR Spectr. 37 (3) (2015)
Thierry Post, Milos Kopa
General linear formulations of stochastic dominance criteria. Eur. J. Oper. Res. 230 (2) (2013)
Enrico G. De Giorgi, Thierry Post
Loss Aversion with a State-Dependent Reference Point. Manag. Sci. 57 (6) (2011)
Thierry Post
On the dual test for SSD efficiency: With an application to momentum investment strategies. Eur. J. Oper. Res. 185 (3) (2008)
Guido Baltussen, Thierry Post, Pim van Vliet
Violations of Cumulative Prospect Theory in Mixed Gambles with Moderate Probabilities. Manag. Sci. 52 (8) (2006)
Timo Kuosmanen, Thierry Post
Measuring economic efficiency with incomplete price information. Eur. J. Oper. Res. 144 (2) (2003)
Timo Kuosmanen, Thierry Post
Quadratic data envelopment analysis. J. Oper. Res. Soc. 53 (11) (2002)
Thierry Post, Laurens Cherchye, Timo Kuosmanen
Nonparametric Efficiency EstimationIn Stochastic Environments. Oper. Res. 50 (4) (2002)
Thierry Post
Estimating non-convex production sets - imposing convex input sets and output sets in data envelopment analysis. Eur. J. Oper. Res. 131 (1) (2001)
David Dekker, Thierry Post
A quasi-concave DEA model with an application for bank branch performance evaluation. Eur. J. Oper. Res. 132 (2) (2001)
Timo Kuosmanen, Thierry Post
Measuring economic efficiency with incomplete price information: With an application to European commercial banks. Eur. J. Oper. Res. 134 (1) (2001)
Thierry Post
Transconcave data envelopment analysis. Eur. J. Oper. Res. 132 (2) (2001)
Laurens Cherchye, Timo Kuosmanen, Thierry Post
Alternative treatments of congestion in DEA: A rejoinder to Cooper, Gu, and Li. Eur. J. Oper. Res. 132 (1) (2001)
Thierry Post
Performance Evaluation in Stochastic Environments Using Mean-Variance Data Envelopment Analysis. Oper. Res. 49 (2) (2001)
Thierry Post, Jaap Spronk
Performance benchmarking using interactive data envelopment analysis. Eur. J. Oper. Res. 115 (3) (1999)