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The material here has been based on a note kindly provided by him. CAI, TEO, YANG, ANDZHOU Portfolio Optimization Undera Minimax Rule 962 Management Science/Vol. 46, No. 7, July 2000
Asked by Wei-Cai Teo - 3/18/2010 1:24:45 PM. How Singapore move ahead in view of the very tough global competition? Why Singaporean kiasu?
See Cai, Teo, Yang and Zhou (2000). There are other risk measures in the literature, see Sharp (1956) (Shape ratio or coefficient of variation= ¯r r f *), Markowitz (1990) (Semi ...
The material here has been based on a note kindly provided by him. CAI, TEO, YANG, ANDZHOU Portfolio Optimization Undera Minimax Rule 962 Management Science/Vol. 46, No. 7 ...
Asked by Wei-Cai Teo - 3/18/2010 1:24:45 PM. How Singapore move ahead in view of the very tough global competition? Why Singaporean kiasu?
See Cai, Teo, Yang and Zhou (2000). There are other risk measures in the literature, see Sharp (1956) (Shape ratio or coefficient of variation= ¯r r f *), Markowitz (1990 ...
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