The strategy approval decision: A Sharpe ratio indifference curve approach

  1. Bailey, D.H.
  2. De Prado, M.L.
  3. Del Pozo, E.
Journal:
Algorithmic Finance

ISSN: 2157-6203 2158-5571

Year of publication: 2013

Volume: 2

Issue: 1

Pages: 99-109

Type: Article

DOI: 10.3233/AF-13018 GOOGLE SCHOLAR