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   online resource

   SSRN eLibrary (2006)

   2006

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   Filter-based portfolio strategies in an HMM setting with varying correlation parametrizations (2016)

   by Erlwein-Sayer, Christina; Grimm, Stefanie; Ruckdeschel, Peter et al. , Published in SSRN eLibrary (2016)

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3. 3
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   Downside performance measures and the sharpe ratio (2019)

   by Hoechner, Benedikt; Reichling, Peter; Schulze, Gordon , Published in SSRN eLibrary (2019)

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