Pages that link to "Item:Q5123670"
From MaRDI portal
The following pages link to The structural Sharpe model under<i>t</i>-distributions (Q5123670):
Displaying 5 items.
- The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time (Q2038277) (← links)
- (Q4486942) (← links)
- THE SHARPE RATIO AND PREFERENCES: A PARAMETRIC APPROACH (Q4551761) (← links)
- Influence diagnostics for the structural sharpe model under normal/independent distributions (Q5078377) (← links)
- A generalized pivotal quantity approach to portfolio selection (Q5138630) (← links)