@article{modelingassetallocationstrategiesanda,
  title = {Modeling asset allocation strategies and a new portfolio performance score},
  author = {Apostolos Chalkis and Emmanouil Christoforou and Ioannis Z. Emiris and Theodore Dalamagas},
  year = {2020},
  eprint = {2012.05088},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2012.05088v3},
}