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
Keywords :
Stochastic dominance , Investment analysis , Linear programming
Journal title :
European Journal of Operational Research
Journal title :
European Journal of Operational Research
