uncorbets (Q121188)
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Uncorrelated Bets via Minimum Torsion Algorithm
Language | Label | Description | Also known as |
---|---|---|---|
English | uncorbets |
Uncorrelated Bets via Minimum Torsion Algorithm |
Statements
20 February 2024
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Implements Minimum Torsion for portfolio diversification as described in Meucci, Attilio (2013) <doi:10.2139/ssrn.2276632>.
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