A General Test for SSD Portfolio Efficiency
Year of publication: |
2015
|
---|---|
Authors: | Kopa, Milos |
Other Persons: | Post, Thierry (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Statistischer Test | Statistical test | Theorie | Theory | Effizienz | Efficiency |
Extent: | 1 Online-Ressource (36 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: OR Spectrum, Vol. 37, No. 3, 2015, 703-734 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 27, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1824174 [DOI] |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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