"Adaptive Improved Portfolio Sharpe Ratio Maximization with Diversification."

Xiaohui Yu, Lei Xu (2000)

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DOI: 10.1109/IJCNN.2000.860816

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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Xiaohui Yu, Lei Xu:
Adaptive Improved Portfolio Sharpe Ratio Maximization with Diversification. IJCNN (4) 2000: 472-478

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