Title of article
On the dual test for SSD efficiency: With an application to momentum investment strategies
Author/Authors
Thierry Post، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2008
Pages
10
From page
1564
To page
1573
Keywords
Stochastic dominance , Investment analysis , Linear programming
Journal title
European Journal of Operational Research
Serial Year
2008
Journal title
European Journal of Operational Research
Record number
217397
Link To Document