Optimal asset allocation aid system: From "one-size" vs "tailor-made" performance ratio
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References listed on IDEAS
- Farinelli, Simone & Tibiletti, Luisa, 2008. "Sharpe thinking in asset ranking with one-sided measures," European Journal of Operational Research, Elsevier, vol. 185(3), pages 1542-1547, March.
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KeywordsRisk management Decision support system Asset allocation;
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