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Forecasting Tangency Portfolios and Investing in the Minimum Euclidean Distance Portfolio to Maximize Out-of-Sample Sharpe Ratios

Fuente: arXiv

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Bibliographic Details
Main Authors:	Alexander, Nolan, Scherer, William
Format:	Preprint
Published:	2026
Subjects:	Portfolio Management Applications
Online Access:	Acceder al recurso
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