A general test for SSD portfolio efficiency

DOI10.1007/s00291-014-0373-8zbMath1318.91185OpenAlexW3124152630MaRDI QIDQ2516639

Thierry Post, Miloš Kopa

Publication date: 3 August 2015

Published in: OR Spectrum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00291-014-0373-8

zbMATH Keywords

linear programmingstochastic dominanceportfolio analysismarket portfolio efficiency

Mathematics Subject Classification ID

Linear programming (90C05) Portfolio theory (91G10)

Related Items (17)

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