Search Results for author: Bayartsetseg Kalina

Found 1 papers, 0 papers with code

Market-Adaptive Ratio for Portfolio Management

no code implementations21 Dec 2023 Ju-Hong Lee, Bayartsetseg Kalina, KwangTek Na

This paper explores the limitations of existing risk-adjusted returns in portfolio management and introduces a novel metric, the Market-adaptive ratio, to address these shortcomings.

Management

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