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The expected sharpe ratio of efficient portfolios under estimation errors

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https://hal.archives-ouvertes.fr/hal-03582595
Contributor : Hatem Mansali Connect in order to contact the contributor
Submitted on : Monday, February 21, 2022 - 12:21:07 PM
Last modification on : Monday, October 24, 2022 - 10:20:27 AM

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  • HAL Id : hal-03582595, version 1

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Hatem Mansali, Bacem Benjlijel. The expected sharpe ratio of efficient portfolios under estimation errors. Cogent Economics & Finance, 2021. ⟨hal-03582595⟩

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