"The strategy approval decision: A Sharpe ratio indifference curve approach."

David H. Bailey, Marcos López de Prado, Eva del Pozo (2013)

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DOI: 10.3233/AF-13018

access: closed

type: Journal Article

metadata version: 2022-10-02

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David H. Bailey, Marcos López de Prado, Eva del Pozo:
The strategy approval decision: A Sharpe ratio indifference curve approach. Algorithmic Finance 2(1): 99-109 (2013)

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