Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing
| Year of publication: |
2013
|
|---|---|
| Authors: | Leung, Tim ; Song, Qingshuo ; Yang, Jie |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 17.2013, 4, p. 839-870
|