Consumer Expenditure-Based Portfolio Optimization
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- Caporin, Massimiliano & Lisi, Francesco, 2011.
"Comparing and selecting performance measures using rank correlations,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 5, pages 1-34.
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- Attila Bányai & Tibor Tatay & Gergő Thalmeiner & László Pataki, 2024. "Optimising Portfolio Risk by Involving Crypto Assets in a Volatile Macroeconomic Environment," Risks, MDPI, vol. 12(4), pages 1-21, April.
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