Thierry Post

17 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-9030-1274

Graduate School of Business, Nazarbayev University, Astana 010000, Kazakhstan

Publications

• Generalized Stochastic Arbitrage Opportunities — Management Science 2024
• Risk Arbitrage Opportunities for Stock Index Options — Operations Research 2021
• Stochastic Bounds for Reference Sets in Portfolio Analysis — Management Science 2021
• Portfolio Choice Based on Third-Degree Stochastic Dominance — Management Science 2017
• Empirical Tests for Stochastic Dominance Optimality — Review of Finance 2017
• Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood — Management Science 2017
• Linear Tests for Decreasing Absolute Risk Aversion Stochastic Dominance — Management Science 2015
• Loss Aversion with a State-Dependent Reference Point — Management Science 2011
• A Portfolio Optimality Test Based on the First-Order Stochastic Dominance Criterion — Journal of Financial and Quantitative Analysis 2009
• Deal or No Deal? Decision Making under Risk in a Large-Payoff Game Show — American Economic Review 2008
• Second-Order Stochastic Dominance, Reward-Risk Portfolio Selection, and the CAPM — Journal of Financial and Quantitative Analysis 2008
• Multivariate Tests for Stochastic Dominance Efficiency of a Given Portfolio — Journal of Financial and Quantitative Analysis 2007
• Violations of Cumulative Prospect Theory in Mixed Gambles with Moderate Probabilities — Management Science 2006
• Does Risk Seeking Drive Stock Prices? A Stochastic Dominance Analysis of Aggregate Investor Preferences and Beliefs — The Review of Financial Studies 2005
• Empirical Tests for Stochastic Dominance Efficiency — The Journal of Finance 2003
• Nonparametric Efficiency Estimation In Stochastic Environments — Operations Research 2002
• Performance Evaluation in Stochastic Environments Using Mean-Variance Data Envelopment Analysis — Operations Research 2001