An Automated Decision Support System for Portfolio Allocation Based on Mutual Information and Financial Criteria. [PDF]
Entropy (Basel)Kaucic M, Pelessoni R, Piccotto F.
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Application of regularized covariance matrices in logistic regression and portfolio optimization. [PDF]
Sci RepSun F, Huang X.
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Portfolio Performance Evaluation with Generalized Sharpe Ratios: Beyond the Mean and Variance
, 2008 Valeriy Zakamulin, Steen Koekebakker
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Modified Sharpe Ratio Application in Calculation of Mutual Fund Star Ranking
, 2020 Jahanzaib Alvi +2 more
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WERF Endometriosis Phenome and Biobanking Harmonisation Project for Experimental Models in Endometriosis Research (EPHect-EM-Homologous): homologous rodent models. [PDF]
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PyPortOptimization: A portfolio optimization pipeline leveraging multiple expected return methods, risk models, and post-optimization allocation techniques. [PDF]
MethodsXNakhate R, Ramachandran H, Mahajan A.
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The effect of serial correlation in time-aggregation of annual sharpe ratios from monthly data
, 2018 Pedro Miguel Carregueiro Jordão Alves
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In-Sample and Out-of-Sample Sharpe Ratios of Multi-Factor Asset Pricing Models
, 2019 Raymond Kan, Xiaolu Wang, Xinghua Zheng
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LimbNET: collaborative platform for simulating spatial patterns of gene networks in limb development. [PDF]
Mol Syst BiolMatyjaszkiewicz A, Sharpe J.
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