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Pythagorean theorem of Sharpe ratio - MaRDI portal

Pythagorean theorem of Sharpe ratio (Q6284057)

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preprint article from arXiv
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English
Pythagorean theorem of Sharpe ratio
preprint article from arXiv

    Statements

    8 March 2017
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    q-fin.PM
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    cond-mat.dis-nn
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    math.OC
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    q-fin.RM
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    Takashi Shinzato
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    Identifiers

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