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The strategy approval decision: A Sharpe ratio indifference curve approach - MaRDI portal

The strategy approval decision: A Sharpe ratio indifference curve approach (Q5420707)

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scientific article; zbMATH DE number 6304165
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English
The strategy approval decision: A Sharpe ratio indifference curve approach
scientific article; zbMATH DE number 6304165

    Statements

    title
    The strategy approval decision: A Sharpe ratio indifference curve approach (English)
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    author
    David H. Bailey
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    Marcos López de Prado
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    Eva del Pozo
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    publication date
    13 June 2014
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    Identifiers

    DOI
    10.3233/AF-13018
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    zbMATH DE Number
    6304165
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