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20101028-国海证券-新量化择时指标之二：时变夏普比率把握长中短趋势.pdf
20120726-国信证券-时变夏普率的择时策略.pdf
The Applicability of Time-varying Sharpe Ratio to Chinese.pdf
sharpe2-1997.pdf
tvsharpe.pdf
varcov jf94-1994.pdf