A general test for SSD portfolio efficiency

Keyphrases

• Investment Portfolio 100%
• Portfolio Efficiency 100%
• General Test 100%
• Utility Function 50%
• Computational Burden 50%
• Linear Programming 50%
• Benchmark Dataset 50%
• Portfolio Constraints 50%
• Second-order Stochastic Dominance 50%
• Efficient Portfolio 50%
• Risk-averse Investors 50%
• Stock Market Index 50%
• Degree Measure 50%
• Unequal Probability 50%
• Gradient Vector 50%
• U.S. Investments 50%
• Dual Model 50%
• Basis Assets 50%
• Subgradient 50%
• Market Index 50%

INIS

• efficiency 100%
• investment 100%
• market 66%
• information 33%
• applications 33%
• data 33%
• utilities 33%
• risks 33%
• assets 33%
• benchmarks 33%
• vectors 33%
• probability 33%
• compacts 33%
• stocks 33%
• stochastic processes 33%
• linear programming 33%

Economics, Econometrics and Finance

• Utility Function 100%
• Investors 100%
• Stock Index 100%