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"Sharpe thinking in asset ranking with one-sided measures."

Simone Farinelli, Luisa Tibiletti (2008)

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DOI: 10.1016/J.EJOR.2006.08.020

access: closed

type: Journal Article

metadata version: 2020-02-21

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Simone Farinelli, Luisa Tibiletti:
Sharpe thinking in asset ranking with one-sided measures. Eur. J. Oper. Res. 185(3): 1542-1547 (2008)

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