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A Cross-Sectional Score for the Relative Performance of an Allocation
http://www.irafie.com/IRAFIE-Vol-3-No-4-pp-700-710.pdf
Billio
M.
author
Calès
L.
author
Guégan
D.
author
article
2011-12
International Review of Applied Financial Issues and Economics
9210-1737
journal
3
2
700-710
Performance measure
Order statistics
Generalized hyperbolic distribution
eng
60_published
peer-reviewed