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   In: Omega.
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2. Spillovers beyond the variance: Exploring the higher order risk linkages between commodity markets and global financial markets. (2022). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose.
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3. Realized semibetas: Disentangling “good” and “bad” downside risks. (2022). Quaedvlieg, Rogier ; Patton, Andrew J ; Bollerslev, Tim.
   In: Journal of Financial Economics.
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4. Partial moment momentum. (2022). Leung, Henry ; Satchell, Stephen ; Gao, Yang.
   In: Journal of Banking & Finance.
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5. Partial moments and indexation investment strategies. (2022). Yao, Haixiang ; Li, Yong ; Huang, Jinbo.
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6. Inter-order relations between moments of a Student $t$ distribution, with an application to $L_p$-quantiles. (2022). Petrella, Lea ; Merlo, Luca ; Bignozzi, Valeria.
   In: Papers.
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7. A general approach to smooth and convex portfolio optimization using lower partial moments. (2021). Humphrey, Jacquelyn E ; Li, Yong ; Huang, Jinbo ; Yao, Haixiang.
   In: Journal of Banking & Finance.
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9. Asymmetry, tail risk and time series momentum. (2021). Wang, Shixuan ; Lu, Shanglin ; Liu, Zhenya.
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10. Nonparametric Portfolio Efficiency Measurement with Higher Moments.. (2021). Kruger, Jens.
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12. Theory and statistical properties of Quantile Data Envelopment Analysis. (2020). Shaik, Saleem ; Atwood, Joseph.
    In: European Journal of Operational Research.
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13. Scoring Functions for Multivariate Distributions and Level Sets. (2020). Li, Siran ; Ben Taieb, Souhaib ; Taylor, James W ; Meng, Xiaochun.
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15. Portfolio analysis with DEA: Prior to choosing a model. (2018). LELEU, Hervé ; Tarnaud, Albane Christine.
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17. Asset Pricing with Downside Liquidity Risks. (2017). Putnins, Talis ; Anthonisz, Sean A.
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18. Multi-objective mean–variance–skewness model for nonconvex and stochastic optimal power flow considering wind power and load uncertainties. (2017). Chen, J J ; Wu, P Z ; Zhang, L L.
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19. Expert judgement for dependence in probabilistic modelling: A systematic literature review and future research directions. (2017). Cooke, Roger ; Werner, Christoph ; Morales-Napoles, Oswaldo ; Hanea, Anca M ; Bedford, Tim.
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20. Approximate Uncertainty Modeling in Risk Analysis with Vine Copulas. (2016). Bedford, Tim ; Wilson, Kevin J ; Daneshkhah, Alireza.
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21. The UKs Levy Control Framework for renewable electricity support: Effects and significance. (2016). Lockwood, Matthew.
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22. Multi-Objective Stochastic Optimization Programs for a Non-Life Insurance Company under Solvency Constraints. (2015). Daris, Roberto ; Kaucic, Massimiliano.
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23. The performance of US equity mutual funds. (2015). mamatzakis, emmanuel ; BABALOS, VASSILIOS ; Matousek, Roman.
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25. Export diversification through resource-based industrialization: The case of natural gas. (2014). MASSOL, Olivier ; Banal-Estanol, Albert ; Banal-Estaol, Albert.
    In: European Journal of Operational Research.
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26. Location-scale portfolio selection with factor-recentered skew normal asset returns. (2014). Gan, Quan.
    In: Journal of Economic Dynamics and Control.
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27. A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES. (2014). Maillet, Bertrand ; Jannin, Gregory ; Caporin, Massimiliano ; Lisi, Francesco.
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28. Multicriteria decision systems for financial problems. (2013). Zopounidis, Constantin ; Doumpos, Michael.
    In: TOP: An Official Journal of the Spanish Society of Statistics and Operations Research.
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29. Portfolio selection with skewness: A comparison of methods and a generalized one fund result. (2013). Kerstens, Kristiaan ; Van de Woestyne, Ignace ; Briec, Walter.
    In: European Journal of Operational Research.
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30. A Two-Step Bayesian Approach for Propensity Score Analysis: Simulations and Case Study. (2012). Chen, Jianshen ; Kaplan, David.
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31. Negative data in DEA: a simple proportional distance function approach. (2011). van De, I ; Kerstens, K.
    In: Journal of the Operational Research Society.
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32. Portfolio Selection with Skewness: A Comparison and a Generalized Two Fund Separation Result. (2011). Kerstens, Kristiaan ; Van de Woestyne, Ignace ; Briec, Walter.
    In: Working Papers.
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33. Non-parametric frontier estimates of mutual fund performance using C- and L-moments: Some specification tests. (2011). Kerstens, Kristiaan ; Mounir, Amine ; Van de Woestyne, Ignace .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:5:p:1190-1201.

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34. Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function. (2011). Kerstens, Kristiaan ; Mounir, Amine ; Van de Woestyne, Ignace .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:210:y:2011:i:1:p:81-94.

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