A general test for SSD portfolio efficiency
Year of publication: |
2015
|
---|---|
Authors: | Kopa, Milos̀† ; Post, Thierry |
Published in: |
OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 2073885-7. - Vol. 37.2015, 3, p. 703-734
|
Subject: | Stochastic dominance | Portfolio analysis | Market portfolio efficiency | Linear programming | Theorie | Theory | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming |
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