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Some results on bivariate squared maximum sharpe ratio
Mousavi, Samane Al-sadat
;
Dolati, Ali
;
Dastbaravarde, Ali
- In:
Risks : open access journal
12
(
2024
)
6
,
pp. 1-17
can be identified based on the Sharpe ratios of risky assets and their correlation. The
maximum
squared
Sharpe
ratio
…
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