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May 24, 2024RisksOpen Access

Some Results on Bivariate Squared Maximum Sharpe Ratio

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SMSamane Al-sadat MousaviADAli DolatiADAli Dastbaravarde

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Mousavi et al. (2024) studied this question.

synapsesocial.com/papers/68e6898eb6db643587611d70https://doi.org/10.3390/risks12060088
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