A new financial risk ratio (Q5220902)

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scientific article; zbMATH DE number 7183223
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    A new financial risk ratio
    scientific article; zbMATH DE number 7183223

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      A new financial risk ratio (English)
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      27 March 2020
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      financial markets
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      efficient portfolios
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      investment utility
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      Sharpe ratio
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      antieigenvalue analysis
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      geometric mean
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      optimal growth
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