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Albane Christine TARNAUD

Personal Details

First Name:Albane
Middle Name:Christine
Last Name:Tarnaud
Suffix:
RePEc Short-ID:pta508
[This author has chosen not to make the email address public]
Terminal Degree: (from RePEc Genealogy)

Affiliation

IESEG School of Management
Université Catholique de Lille

Lille, France
http://www.ieseg.fr/
RePEc:edi:iesegfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Albane Christine Tarnaud & Herve Leleu, 2018. "Portfolio analysis with DEA: Prior to choosing a model," Post-Print halshs-01720372, HAL.
  2. Hervé Leleu & Albane Tarnaud, 2016. "The duality of Shephard’s weakly disposable technology," Working Papers 2016-EQM-06, IESEG School of Management.
  3. Albane Tarnaud & Hervé Leleu, 2015. "A DEA-financial technology: prior to portfolio analysis with DEA," Working Papers 2015-EQM-02, IESEG School of Management.

Articles

  1. Tarnaud, Albane Christine & Leleu, Hervé, 2018. "Portfolio analysis with DEA: Prior to choosing a model," Omega, Elsevier, vol. 75(C), pages 57-76.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Albane Christine Tarnaud & Herve Leleu, 2018. "Portfolio analysis with DEA: Prior to choosing a model," Post-Print halshs-01720372, HAL.

    Cited by:

    1. Liu, Yong-Jun & Yang, Guo-Sen & Zhang, Wei-Guo, 2024. "A novel regret-rejoice cross-efficiency approach for energy stock portfolio optimization," Omega, Elsevier, vol. 126(C).
    2. Ioannis E. Tsolas, 2020. "Precious Metal Mutual Fund Performance Evaluation: A Series Two-Stage DEA Modeling Approach," JRFM, MDPI, vol. 13(5), pages 1-13, April.
    3. Ioannis E. Tsolas, 2020. "The Determinants of the Performance of Precious Metal Mutual Funds," JRFM, MDPI, vol. 13(11), pages 1-10, November.
    4. Adam, Lukáš & Branda, Martin, 2021. "Risk-aversion in data envelopment analysis models with diversification," Omega, Elsevier, vol. 102(C).
    5. Xiao, Helu & Zhou, Zhongbao & Ren, Teng & Liu, Wenbin, 2022. "Estimation of portfolio efficiency in nonconvex settings: A free disposal hull estimator with non-increasing returns to scale," Omega, Elsevier, vol. 111(C).
    6. Valadkhani, Abbas & Moradi-Motlagh, Amir, 2023. "An empirical analysis of exchange-traded funds in the US," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 995-1009.
    7. Catarina Alexandra Neves Proença & Maria Elisabete Duarte Neves & Maria Castelo Baptista Gouveia & Mara Teresa Silva Madaleno, 2023. "Technological, healthcare and consumer funds efficiency: influence of COVID-19," Operational Research, Springer, vol. 23(2), pages 1-42, June.
    8. Zeng, Ximei & Zhou, Zhongbao & Gong, Yeming & Liu, Wenbin, 2022. "A data envelopment analysis model integrated with portfolio theory for energy mix adjustment: Evidence in the power industry," Socio-Economic Planning Sciences, Elsevier, vol. 83(C).
    9. Xiao, Helu & Ren, Tiantian & Zhou, Zhongbao & Liu, Wenbin, 2021. "Parameter uncertainty in estimation of portfolio efficiency: Evidence from an interval diversification-consistent DEA approach," Omega, Elsevier, vol. 103(C).

  2. Hervé Leleu & Albane Tarnaud, 2016. "The duality of Shephard’s weakly disposable technology," Working Papers 2016-EQM-06, IESEG School of Management.

    Cited by:

    1. Aigner, Lorenz & Asmild, Mette, 2023. "Identifying the most important set of weights when modelling bad outputs with the weak disposability approach," European Journal of Operational Research, Elsevier, vol. 310(2), pages 751-759.

Articles

  1. Tarnaud, Albane Christine & Leleu, Hervé, 2018. "Portfolio analysis with DEA: Prior to choosing a model," Omega, Elsevier, vol. 75(C), pages 57-76.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-EFF: Efficiency and Productivity (2) 2015-03-22 2016-11-27. Author is listed
  2. NEP-CSE: Economics of Strategic Management (1) 2016-06-18. Author is listed
  3. NEP-RMG: Risk Management (1) 2015-03-22. Author is listed

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