Travail de recherche/Working paper
| Titre: |
|
| Auteur: | Briere, Marie; Simar, Léopold; Szafarz, Ariane; Vanhems, Anne |
| Statut de publication: | Publié, 2023-05-09 |
| series: | Working Papers CEB, 23-004 |
| Sujet CREF: | Economie |
| Sujet JEL: | Statistical Decision Theory; Operations Research |
| Hypothesis Testing | |
| Input-Output Models | |
| Portfolio Choice; Investment Decisions | |
| Information and Market Efficiency; Event Studies | |
| Mots-clés: | Portfolio choice |
| Random inputs-outputs | |
| Directional distance | |
| FDH estimator | |
| Efficient frontier | |
| Langue: | Anglais |
| Identificateurs: | RePEc:sol:wpaper:2013/358148 |
