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On the dual test for SSD efficiency With an application to momentum investment strategies - MaRDI portal

On the dual test for SSD efficiency With an application to momentum investment strategies (Q2464238)

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On the dual test for SSD efficiency With an application to momentum investment strategies
scientific article

    Statements

    title
    On the dual test for SSD efficiency With an application to momentum investment strategies (English)
    0 references
    author
    Thierry Post
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    publication date
    10 December 2007
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    zbMATH Keywords
    stochastic dominance
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    linear programming
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    investment analysis
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    Identifiers

    zbMATH DE Number
    5219139
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    OpenAlex ID
    W3121673407
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