A simple SSD-efficiency test (Q476280): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+C05
@@ Property / Mathematics Subject Classification ID: 90C05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6375181
@@ Property / zbMATH DE Number: 6375181 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic dominance
@@ Property / zbMATH Keywords: stochastic dominance / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+portfolio analysis
@@ Property / zbMATH Keywords: portfolio analysis / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+linear programming
@@ Property / zbMATH Keywords: linear programming / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11590-013-0720-8
+Normal rank
@@ Property / OpenAlex ID @@
+W1968050957
@@ Property / OpenAlex ID: W1968050957 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimization with Stochastic Dominance Constraints
+Normal rank
@@ Property / cites work @@
+Processing second-order stochastic dominance models using cutting-plane representations
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank
@@ Property / cites work @@
+Inverse portfolio problem with mean-deviation model
+Normal rank
@@ Property / cites work @@
+Q3604338
@@ Property / cites work: Q3604338 / rank @@
+Normal rank
@@ Property / cites work @@
+A general test for SSD portfolio efficiency
@@ Property / cites work: A general test for SSD portfolio efficiency / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Dominance and Expected Utility: Survey and Analysis
+Normal rank
@@ Property / cites work @@
+New Formulations for Optimization under Stochastic Dominance Constraints
+Normal rank
@@ Property / cites work @@
+Q5821521
@@ Property / cites work: Q5821521 / rank @@
+Normal rank
@@ Property / cites work @@
+A Remark on Third Degree Stochastic Dominance
@@ Property / cites work: A Remark on Third Degree Stochastic Dominance / rank @@
+Normal rank
@@ Property / cites work @@
+On the dual test for SSD efficiency With an application to momentum investment strategies
+Normal rank
@@ Property / cites work @@
+General linear formulations of stochastic dominance criteria
+Normal rank
@@ Property / cites work @@
+The Dual Theory of Choice under Risk
@@ Property / cites work: The Dual Theory of Choice under Risk / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:476280