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by S Maier-Paape · 2016 · Cited by 6 — for position sizing of portfolios. ... where optimal f strategies are often viewed as “​too risky†(cf. van Tharp ... An easy calculation shows h (0) = 1.. Dr. Van Tharp Author, NLP expert, Trading coach, position sizing, risk and personal performance mastery. http://www.iitm.com/ · Charles Cottle - the Risk Doctor
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