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"Outperformance portfolio optimization via the equivalence of pure and ..."

Tim Leung, Qingshuo Song, Jie Yang (2013)

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DOI: 10.1007/S00780-013-0213-8

access: closed

type: Journal Article

metadata version: 2022-10-02

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Tim Leung, Qingshuo Song, Jie Yang:
Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing. Finance Stochastics 17(4): 839-870 (2013)

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