The strategy approval decision: A Sharpe ratio indifference curve approach
- Bailey, D.H.
- De Prado, M.L.
- Del Pozo, E.
ISSN: 2157-6203, 2158-5571
Année de publication: 2013
Volumen: 2
Número: 1
Pages: 99-109
Type: Article
Revue:
Algorithmic Finance