"New Sharpe-ratio-related methods for portfolio selection."

Kei-Keung Hung, Chi Chiu Cheung, Lei Xu (2000)

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DOI: 10.1109/CIFER.2000.844594

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Kei-Keung Hung, Chi Chiu Cheung, Lei Xu:
New Sharpe-ratio-related methods for portfolio selection. CIFEr 2000: 34-37

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