Pages that link to "Item:Q5889362"
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The following pages link to BOUNDED STRATEGIES FOR MAXIMIZING THE SHARPE RATIO (Q5889362):
Displaying 5 items.
- Optimal strategies under omega ratio (Q1713773) (← links)
- A robust Sharpe ratio (Q2061748) (← links)
- Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset (Q2397571) (← links)
- The large-sample distribution of the maximum Sharpe ratio with and without short sales (Q2630355) (← links)
- Asymptotic minimaxity of the ratio strategy (Q3209993) (← links)