∞ with applications to risk-adjusted performance analysis and model (in)validation

Mario Sznaier, Constantino M. Lagoa, Maria Cecilia Mazzaro. ∞ with applications to risk-adjusted performance analysis and model (in)validation. IEEE Trans. Automat. Contr., 50(3):410-416, 2005. [doi]

Authors

Mario Sznaier

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Constantino M. Lagoa

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Maria Cecilia Mazzaro

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