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Double-sided balanced conditional Sharpe ratio
Tajdini, Saeid, Mehrara, Mohsen, Tehrani, Reza, McMillan, DavidVolume:
7
Language:
english
Journal:
Cogent Economics & Finance
DOI:
10.1080/23322039.2019.1630931
Date:
June, 2019
File:
PDF, 1.32 MB
english, 2019