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Search: subject:"Out-of-sample Sharpe ratio"
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Limiting out-of-sample performance of optimal unconstrained portfolios
Chávez-Bedoya, Luis
;
Birge, John R.
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10015062578
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