Multi-Time and Multi-Moment Nonparametric Frontier-Based Fund Rating: Proposal and Buy-and-Hold Backtesting Strategy

Autor: Kristiaan Kerstens, Paolo Mazza, Tiantian Ren, Ignace Van de Woestyne

Publikováno v: Omega
Omega, 2022, 113, pp.102718. ⟨10.1016/j.omega.2022.102718⟩

International audience; This contribution introduces new frontier models to rate mutual funds that can simultaneously handle multiple moments and multiple times. These new models are empirically applied to hedge fund data, since this category of fund

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9e1adfedfd0b89582eee0e03906981c3
https://hal.univ-lille.fr/hal-03833261/document

Correction to: Malmquist productivity indices and plant capacity utilisation: new proposals and empirical application

Autor: Kristiaan Kerstens, Jafar Sadeghi, Ignace Van de Woestyne, Linjia Zhang

Publikováno v: Annals of Operations Research.

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::88d729fe4c34de0e5829a88bea9150e3
https://doi.org/10.1007/s10479-022-04825-x

Plant capacity notions in a non-parametric framework: a brief review and new graph or non-oriented plant capacities

Autor: Jafar Sadeghi, Ignace Van de Woestyne, Kristiaan Kerstens

Publikováno v: Annals of Operations Research
Annals of Operations Research, 2020, ⟨10.1007/s10479-019-03485-8⟩
Annals of Operations Research, Springer Verlag, 2020, ⟨10.1007/s10479-019-03485-8⟩

Output-oriented plant capacity in a non-parametric framework is a concept that has been rather widely applied since about twenty-five years. Conversely, input-oriented plant capacity in this framework is a notion of more recent date. In this contribu

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d0edbb05cd1fbf3d2782978cf5ca358d
https://doi.org/10.1007/s10479-019-03485-8

Nonconvexity in Production and Cost Functions: An Exploratory and Selective Review

Autor: Walter Briec, Ignace Van de Woestyne, Kristiaan Kerstens

Publikováno v: Handbook of Production Economics
Subhash C. Ray (éd.); Robert Chambers (éd.); Subal Kumbhakar (éd.). Handbook of Production Economics, 1, Springer Singapore, pp.1-34, 2020, 978-981-10-3450-3. ⟨10.1007/978-981-10-3450-3_15-1⟩
Handbook of Production Economics, Springer Nature Singapore, pp.721-754, 2022, ⟨10.1007/978-981-10-3455-8_15⟩
Handbook of Production Economics ISBN: 9789811034503

International audience; The purpose of this contribution is to provide an overview of developments in nonconvex production technologies and economic value functions, with special attention to the cost function. Apart from a somewhat selective review

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::91b587f7c0b30f4ca5f48760740edfd9
https://hal.archives-ouvertes.fr/hal-03048805

Comparing Luenberger and Luenberger-Hicks-Moorsteen productivity indicators: How well is total factor productivity approximated?

Autor: Zhiyang Shen, Kristiaan Kerstens, Ignace Van de Woestyne

Publikováno v: International Journal of Production Economics
International Journal of Production Economics, 2018, 195, pp.311-318. ⟨10.1016/j.ijpe.2017.10.010⟩
International Journal of Production Economics, Elsevier, 2018, 195, pp.311-318. ⟨10.1016/j.ijpe.2017.10.010⟩

We empirically compare both the popular Luenberger indicator with the less popular Luenberger-Hicks–Moorsteen productivity indicator on an agricultural panel data set of Chinese provinces over the years 1997-2014. In particular, we test for the dif

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b14880357941af3fcb052cb22bc6021b
https://doi.org/10.1016/j.ijpe.2017.10.010