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RePEcPortfolio & Allocation

Portfolio Evaluation

A new approach for evaluating portfolio performance using Euclidean distance is proposed.

Featured in No. 1 on 24 May 2023 · on release day

Released
24 May 2023
First featured
No. 1 · 24 May 2023
Published in
Not yet, as far as Semantic Scholar knows
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Identifier
RePEc:gam:jmathe:v:11:y:2023:i:1:p:221-:d:1022556

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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