Thierry Post. On the dual test for SSD efficiency: With an application to momentum investment strategies. European Journal of Operational Research, 185(3):1564-1573, 2008. [doi]
@article{Post08,
title = {On the dual test for SSD efficiency: With an application to momentum investment strategies},
author = {Thierry Post},
year = {2008},
doi = {10.1016/j.ejor.2006.08.010},
url = {http://dx.doi.org/10.1016/j.ejor.2006.08.010},
tags = {testing},
researchr = {https://researchr.org/publication/Post08},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {185},
number = {3},
pages = {1564-1573},
}