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"On the dual test for SSD efficiency: With an application to momentum ..."

Thierry Post (2008)

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DOI: 10.1016/J.EJOR.2006.08.010

access: closed

type: Journal Article

metadata version: 2020-02-21

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Thierry Post:
On the dual test for SSD efficiency: With an application to momentum investment strategies. Eur. J. Oper. Res. 185(3): 1564-1573 (2008)

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