Search Results - "KERSTENS, K"

Infeasibility and Directional Distance Functions with Application to the Determinateness of the Luenberger Productivity Indicator by Briec, W., Kerstens, K.

“…The purpose of this contribution is to highlight an underexplored property of the directional distance function, a recently introduced generalization of the…”
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Negative data in DEA: a simple proportional distance function approach by Kerstens, K, Van de Woestyne, I

“…The need to adapt Data Envelopment Analysis (DEA) and other frontier models in the context of negative data has been a rather neglected issue in the…”
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Portfolio selection in multidimensional general and partial moment space by Briec, Walter, Kerstens, Kristiaan

“…This paper develops a general approach for the single period portfolio optimization problem in a multidimensional general and partial moment space. A shortage…”
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Benchmarking mean-variance portfolios using a shortage function: the choice of direction vector affects rankings by Kerstens, K, Mounir, A, Van de Woestyne, I

“…In addition to its use in data envelopment analysis models, the shortage function has been proposed as a tool to gauge performance in multi-moment portfolio…”
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Short- and Long-Run Credit Constraints in French Agriculture: A Directional Distance Function Framework Using Expenditure-Constrained Profit Functions by Blancard, Stéphane, Boussemart, Jean-Philippe, Briec, Walter, Kerstens, Kristiaan

“…This empirical application investigates the eventual presence of credit constraints using a panel of French farmers. The credit-constrained profit maximization…”
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Technical efficiency measurement and explanation of French urban transit companies by Kerstens, K.

“…The performance of a sample of French urban transit companies is evaluated using a broad selection of nonparametric reference technologies for two…”
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Portfolio performance gauging in discrete time using a Luenberger productivity indicator by Brandouy, Olivier, Briec, Walter, Kerstens, Kristiaan, Van de Woestyne, Ignace

“…This paper proposes a pragmatic, discrete time indicator to gauge the performance of portfolios over time. Integrating the shortage function ( Luenberger,…”
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Directional measurement of technical efficiency of production: An axiomatic approach by Briec, Walter, Cavaignac, Laurent, Kerstens, Kristiaan

“…This contribution revisits the debate on the axiomatic properties satisfied by various radial versus non-radial measures of technical efficiency in production…”
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Single-period Markowitz portfolio selection, performance gauging, and duality: A variation on the luenberger shortage function by BRIEC, W, KERSTENS, K, LESOURD, J. B

“…The Markowitz portfolio theory (Ref. 1) has stimulated research into the efficiency of portfolio management. This paper studies existing nonparametric…”
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short-run Johansen industry model for common-pool resources: planning a fishery's industrial capacity to curb overfishing by Kerstens, Kristiaan, Vestergaard, Niels, Squires, Dale

“…Current methods for assessing capacity and its utilisation in fisheries operate at the firm-level, but neglect industry capacity. Here, we introduce the…”
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Tangency capacity notions based upon the profit and cost functions: A non-parametric approach and a general comparison by Briec, Walter, Kerstens, Kristiaan, Prior, Diego, Van de Woestyne, Ignace

“…This contribution provides a way to define and compute a tangency notion of economic capacity based upon the relation between the various directional distance…”
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Defining human mean circulatory filling pressure in the intensive care unit by Wijnberge, Marije, Schuurmans, Jaap, de Wilde, Rob B P, Kerstens, Martijn K, Vlaar, Alexander P, Hollmann, Markus W, Veelo, Denise P, Pinsky, Michael R, Jansen, Jos R C, Geerts, Bart F

“…Potentially, mean circulatory filling pressure (Pmcf) could aid hemodynamic management in patients admitted to the intensive care unit (ICU). However, data…”
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Diagnostic Performance of Computed Tomography Angiography in Peripheral Arterial Injury due to Trauma: A Systematic Review and Meta-analysis by Jens, S, Kerstens, M.K, Legemate, D.A, Reekers, J.A, Bipat, S, Koelemay, M.J.W

“…Objectives To evaluate the diagnostic accuracy of computed tomography angiography (CTA) in detecting arterial lesions in patients with suspected arterial…”
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Explaining Differences in Productive Efficiency: An Application to Belgian Municipalities by de Borger, B., Kerstens, K., Moesen, W., Vanneste, J.

“…The purpose of this paper is to measure and explain variations in productive efficiency of municipal governments in Belgium. Technical efficiency is evaluated…”
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Comparing Malmquist and Hicks–Moorsteen productivity indices: Exploring the impact of unbalanced vs. balanced panel data by Kerstens, Kristiaan, Van de Woestyne, Ignace

“…•Compare Malmquist and Hicks–Moorsteen productivity indices on several technologies.•First test of impact of balancing unbalanced panel data.•First test of…”
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Methodological Reflections on the Short-Run Johansen Industry Model in Relation to Capacity Management by KERSTENS, KRISTIAAN, SQUIRES, DALE, VESTERGAARD, NIELS

“…The specification of a convex production technology is a potential issue in estimating firm-level Johansen plant capacity utilisation rates and their…”
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The Electric Field and Waves Instruments on the Radiation Belt Storm Probes Mission by Wygant, J. R., Bonnell, J. W., Goetz, K., Ergun, R. E., Mozer, F. S., Bale, S. D., Ludlam, M., Turin, P., Harvey, P. R., Hochmann, R., Harps, K., Dalton, G., McCauley, J., Rachelson, W., Gordon, D., Donakowski, B., Shultz, C., Smith, C., Diaz-Aguado, M., Fischer, J., Heavner, S., Berg, P., Malsapina, D. M., Bolton, M. K., Hudson, M., Strangeway, R. J., Baker, D. N., Li, X., Albert, J., Foster, J. C., Chaston, C. C., Mann, I., Donovan, E., Cully, C. M., Cattell, C. A., Krasnoselskikh, V., Kersten, K., Brenneman, A., Tao, J. B.

“…The Electric Fields and Waves (EFW) Instruments on the two Radiation Belt Storm Probe (RBSP) spacecraft (recently renamed the Van Allen Probes) are designed to…”
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Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach by Briec, Walter, Kerstens, Kristiaan, Jokung, Octave

“…This paper proposes a nonparametric efficiency measurement approach for the static portfolio selection problem in mean-variance-skewness space. A shortage…”
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Bank productivity and performance groups: A decomposition approach based upon the Luenberger productivity indicator by Epure, Mircea, Kerstens, Kristiaan, Prior, Diego

“…The purpose of this paper is twofold. First, in the framework of the strategic groups’ literature, it analyZes changes in productivity and efficiency of…”
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Multi-horizon Markowitz portfolio performance appraisals: A general approach by Briec, Walter, Kerstens, Kristiaan

“…This article extends the analysis of multi-horizon mean-variance portfolio analysis in the Morey and Morey [Mutual fund performance appraisals: a multi-horizon…”
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