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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

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Publication:5420707

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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)

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Portfolio theory (91G10)

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