"The Best Gain-Loss Ratio is a Poor Performance Measure."

Sara Biagini, Mustafa Ç. Pinar (2013)

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DOI: 10.1137/120866774

access: closed

type: Journal Article

metadata version: 2017-05-17

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Sara Biagini, Mustafa Ç. Pinar:
The Best Gain-Loss Ratio is a Poor Performance Measure. SIAM J. Financial Math. 4(1): 228-242 (2013)

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