A general test for SSD portfolio efficiency (Q2516639)

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A general test for SSD portfolio efficiency
scientific article

    Statements

    title
    A general test for SSD portfolio efficiency (English)
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    author
    Miloš Kopa
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    Thierry Post
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    published in
    OR Spectrum
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    publication date
    3 August 2015
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    zbMATH Keywords
    stochastic dominance
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    portfolio analysis
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    market portfolio efficiency
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    linear programming
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    Identifiers

    zbMATH DE Number
    6469390
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