The strategy approval decision: A Sharpe ratio indifference curve approach
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Publication:5420707
DOI10.3233/AF-13018zbMath1290.91144MaRDI QIDQ5420707
Marcos López de Prado, David H. Bailey, Eva del Pozo
Publication date: 13 June 2014
Published in: Algorithmic Finance (Search for Journal in Brave)
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