Relative deviation metrics and the problem of strategy replication
| Year of publication: |
2008
|
|---|---|
| Authors: | Stoyanov, Stoyan V. ; Rachev, Svetlozar T. ; Ortobelli, Sergio ; Fabozzi, Frank J. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 32.2008, 2, p. 199-206
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