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Beyond Sharpe ratio: Optimal asset allocation using...

Beyond Sharpe ratio: Optimal asset allocation using different performance ratios

Simone Farinelli, Manuel Ferreira, Damiano Rossello, Markus Thoeny, Luisa Tibiletti
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Volume:
32
Year:
2008
Language:
english
DOI:
10.1016/j.jbankfin.2007.12.026
File:
PDF, 186 KB
english, 2008
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