De Borger, B., Kerstens, K., Prior, D., Van de Woestyne, I.(2012). Static Efficiency Decompositions and Capacity Utilisation: Integrating Economic and Technical Capacity Notions. Applied Economics, 44(31): 4125-4141.
Kerstens, K., Mounir, A., Van de Woestyne, I.(2012). Benchmarking mean-variance portfolios using a shortage function: The choice of direction vector affects rankings!. Journal of the Operational Research Society.
Goemans, W., Van de Woestyne, I.(2011). Translation and homothetical lightlike hypersurfaces of a semi-Euclidean space. Kuwait Journal of Science and Engineering.
Kerstens, K., Van de Woestyne, I.(2011). Negative Data in DEA: A Simple Proportional Distance Function Approach. Journal of the Operational Research Society, 62(1): 1413-1419.
Kerstens, K., Mounir, A., Van de Woestyne, I.(2011). Geometric Representation of the Mean-Variance-Skewness Portfolio Frontier Based upon the Shortage Function. European Journal of Operational Research, 210(1): 81-94.
Kerstens, K., Mounir, A., Van de Woestyne, I.(2011). Non-Parametric Frontier Estimates of Mutual Fund Performance Using C- and L-Moments: Some Specification Tests. Journal of Banking and Finance, 35(5): 1190-1201.
Goemans, W., Van de Woestyne, I., Vrancken, L.(2011). Minimal tensor product surfaces of two pseudo-Euclidean curves. Balkan Journal of Geometry and Its Applications, 16(2): 62-69.
Brandouy, O., Briec, W., Kerstens, K., Van de Woestyne, I.(2010). Portfolio performance gauging in discrete time using a Luenberger productivity indicator. Journal of Banking and Finance, 341899-1910.
Briec, W., Kerstens, K., Prior, D., Van de Woestyne, I.(2010). Tangency Capacity Notions Based upon the Profit and Cost Functions: A Non-Parametric Approach and a General Comparison. Economic Modelling, 27(5): 1156-1166.
Brandouy, O., Kerstens, K., Van de Woestyne, I.(2010). Exploring Bi-Criteria versus Multi-Dimensional Lower Partial Moment Portfolio Models. International Journal of Technology, Modeling and Management, 1(1): 25-39.
Goemans, W., Van de Woestyne, I.(2009). Visualiseren met VisuMath. Wiskunde en Onderwijs, 139197-210.
Dillen, F., Goemans, W., Van de Woestyne, I.(2008). Translation Surfaces of Weingarten type in 3-space. Bulletin of the Transilvania University of Brasov, 15(50): 109-122.
Goemans, W., Van de Woestyne, I.(2008). Visualizing Surfaces in Euclidean 3-space with Visumath. Bulletin of the Transilvania University of Brasov, 15(50): 165-180.
Van de Woestyne, I.(2007). De creatie van 3D-computermodellen van objecten uit foto’s. Wiskunde en onderwijs, 12942-56.
Van de Woestyne, I., Dillen, F.(Eds.) (2007). Pure and Applied Differential Geometry, PADGE2007. Shaker Verlag: D-52018 Aachen, Germany.
Kerstens, K., Moulaye Hachem, B., Van de Woestyne, I., Vestergaard, N.(2010). Optimal Capacity Utilization and Reallocation in a German Bank Branch Network: Exploring Some Strategic Scenarios. In Tavidze, A. (Eds.), Progress in Economics Research400 Oser Avenue, Suite 1600, Hauppauge, New York 11788: Nova Science Publishers, Inc..
Goemans, W., Van de Woestyne, I.(2007). Translation Surfaces with Vanishing Second Gaussian Curvature in Euclidean and Minkowski 3-Space. Pure and Applied Differential Geometry, PADGE2007(pp.123-131).D-52018 Aachen, Germany: Shaker Verlag.
Goemans, W., Van de Woestyne, I.(2011). On flat tensor product surfaces. Proceedings of the 2011Riemannian Geometry and Applications; Bucharest, Romania; 10-14 May 2011.
Dillen, F., Goemans, W., Van de Woestyne, I.(2008). Translation Surfaces of Weingarten type in 3-space. Riemannian Geometry and Applications; Brasov - Romania; 8-11 July 2008.
Van de Woestyne, I.(2008). A Bootstrapping Approach for Statistical Inference on the Efficiency of Financial Portfolios. SIS 2008; Brussels; 12 December 2008.
Goemans, W., Van de Woestyne, I.(2008). Visualizing Surfaces in Euclidean 3-space with Visumath. Proceedings of the 2008Riemannian Geometry and Applications; Brasov - Romania; 8-11 July 2008.
Goemans, W., Van de Woestyne, I.(2007). Translation Surfaces with Vanishing Second Gaussian Curvature in Euclidean and Minkowski 3-Space. PADGE 2007; Brussels; 10-13 April 2007.
Briec, W., Kerstens, K., Van de Woestyne, I.(2011). Polynomial Goal Programming and Shortage Function Approaches to Reconstruct MVS Portfolio Frontiers: A Preliminary Comparison. Proceedings of the 12European Workshop on Efficiency and Productivity Analysis; Verona, Italy; 22-24 June 2011.
Kerstens, K., Mounir, A., Van de Woestyne, I.(2010). Non-Parametric Frontier Estimates of Mutual Fund Performance: Specification Tests Using C- and L-Moments. Proceedings of the 6North American Productivity Workshop 2010; Houston Texas (USA); 2-5 June 2010.
Kerstens, K., Mounir, A., Van de Woestyne, I.(2010). Non-Parametric Frontier Estimates of Mutual Fund Performance Using C- and L-Moments: Some Specification Tests. Proceedings of the 7The Asia-Pacific Productivity Conference; Taipei, Taiwan; 21-23 July 2010.
Kerstens, K., Mounir, A., Van de Woestyne, I.(2009). Geometric Representation of the Mean-Variance-Skewness Portfolio Frontier Based upon the Shortage Function. ESCP Europe Finance Seminar International Series; Paris; 8 June 2009.
Kerstens, K., Mounir, A., Van de Woestyne, I.(2009). Non-Parametric Frontier Estimates of Mutual Funds: Some Specification Issues. UKEPAN 2009, International Conference on "Global trends in the Efficiency and Risk Management of Financial Services and the Financial Crisis"; Leicester, United Kingdom; 14-15 November 2009.
Kerstens, K., Mounir, A., Van de Woestyne, I.(2009). Non-Parametric Frontier Estimates of Mutual Funds: Some Specification Issues. Proceedings of the 11European Workshop on Efficiency and Productivity Analysis; Pisa; 23-26 June 2009.
Brandouy, O., Briec, W., Kerstens, K., Van de Woestyne, I.(2008). Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator. Proceedings of the VNorth American Productivity Workshop 2008; New-York (USA); 25-27 June 2008.
Brandouy, O., Briec, W., Kerstens, K., Van de Woestyne, I.(2008). Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator. European Financial Management Association Annual Meeting 2008; Athens, Greece; 25-28 June 2008.
Brandouy, O., Briec, W., Kerstens, K., Van de Woestyne, I.(2008). Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator. AFFI 2008 Annual Meeting; Lille; 20-22 May 2008.
Brandouy, O., Briec, W., Kerstens, K., Van de Woestyne, I.(2008). Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator. Northern Finance Association NFA2008; Calgary (Canada); 5-7 September 2008.
Brandouy, O., Briec, W., Kerstens, K., Van de Woestyne, I.(2008). Performance Gauging in Discrete Time Using a Luenberger Portfolio Productivity Indicator. European Research Group "Money, Banking & Finance" Workshop: Efficiency and Productivity in Banking Industry; Lille; 23 April 2008.
Kerstens, K., Mounir, A., Van de Woestyne, I.(2007). Geometric Representation of the Mean-Variance-Skewness Portfolio Frontier Based upon the Shortage Function. Tenth European Workshop on Efficiency and Productivity Measurement; Lille, France; 27-30 June 2007.
Goemans, W., Van de Woestyne, I.(2009). Visualiseren met VisuMath. Jaarvergadering VVWL; 7 March 2009.
Briec, W., Kerstens, K., Van de Woestyne, I.(2011). Polynomial Goal Programming and Shortage Function Approaches to Reconstruct MVS Portfolio Frontiers: A Preliminary Comparison. Seminar Dpt. d’Economia de l’Empresa, UAB; Barcelona, Spain; 8 September 2011.
Briec, W., Kerstens, K., Van de Woestyne, I.(2011). Polynomial Goal Programming and Shortage Function Portfolio Selection with Skewness: A Comparison. Seminar Dept. of Economics, Univeristy of Bath; Bath, UK; 2 March 2011.
Van de Woestyne, I.(2008). Financial Portfolio Frontiers and Portfolio Performance Measurement in a Non-Parametric Framework from a Mathematical Point of View.. Colloquium of the Mathematics Department K.U.Leuven; Leuven; 23 May 2008.
Mounir, A., Kerstens, K., Van de Woestyne, I.(2008). Geometric Representation of the Mean-Variance-Skewness Portfolio Frontier Based upon the Shortage Function. HUB Research Seminars; Brussels; 19 February 2008.