Pages that link to "Item:Q2397571"
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The following pages link to Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset (Q2397571):
Displaying 7 items.
- How risky is the optimal portfolio which maximizes the Sharpe ratio? (Q1622090) (← links)
- The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time (Q2038277) (← links)
- Robust investment strategies with two risky assets (Q2115940) (← links)
- The large-sample distribution of the maximum Sharpe ratio with and without short sales (Q2630355) (← links)
- Robust Markowitz: comprehensively maximizing Sharpe ratio by parametric-quadratic programming (Q2691241) (← links)
- (Q4486942) (← links)
- THE SHARPE RATIO AND PREFERENCES: A PARAMETRIC APPROACH (Q4551761) (← links)