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Moment-free Sharpe ratio estimation with total drawdown durations. Challet arxiv.org/abs/1505.01333 #q-fin

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Uploaded on October 5, 2015

cumperf_A400-pdf-000001

Moment-free Sharpe ratio estimation with total drawdown durations. Challet arxiv.org/abs/1505.01333 #q-fin

14 views
0 faves
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Uploaded on October 5, 2015
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