A general test for SSD portfolio efficiency (Q2516639)
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scientific article; zbMATH DE number 6469390
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A general test for SSD portfolio efficiency |
scientific article; zbMATH DE number 6469390 |
Statements
A general test for SSD portfolio efficiency (English)
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3 August 2015
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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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0.9115225076675416
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0.8837753534317017
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0.8797042965888977
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0.8700155019760132
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0.868127703666687
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