On the dual test for SSD efficiency With an application to momentum investment strategies (Q2464238)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the dual test for SSD efficiency With an application to momentum investment strategies |
scientific article |
Statements
On the dual test for SSD efficiency With an application to momentum investment strategies (English)
0 references
10 December 2007
0 references
stochastic dominance
0 references
linear programming
0 references
investment analysis
0 references
0 references