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Stop-outs under serial correlation and the triple penance rule
Bailey, David H.
;
López de Prado, Marcos M.
- In:
Journal of risk
18
(
2015/2016
)
2
,
pp. 61-93
Persistent link: https://www.econbiz.de/10011438983
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The sharpe ratio efficient frontier
Bailey, David H.
;
Prado, Marcos López de
- In:
Journal of risk
15
(
2012/13
)
2
,
pp. 3-44
Persistent link: https://www.econbiz.de/10009692941
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3
The Sharpe ratio efficient frontier
Bailey, David H
;
de Prado, Marcos López
- In:
Journal of risk
15
(
2012
)
2
,
pp. 3-44
Persistent link: https://www.econbiz.de/10010061572
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