Pages that link to "Item:Q2630355"
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The following pages link to The large-sample distribution of the maximum Sharpe ratio with and without short sales (Q2630355):
Displaying 9 items.
- On the existence of unbiased estimators for the portfolio weights obtained by maximizing the Sharpe ratio (Q732229) (← links)
- Optimal algorithms and intuitive explanations for Markowitz's portfolio selection model and Sharpe's ratio with no short-selling (Q1042804) (← links)
- Comparing large-sample maximum Sharpe ratios and incremental variable testing (Q1681279) (← links)
- New light on the portfolio allocation problem (Q1812298) (← links)
- A note on empirical Sharpe ratio dynamics (Q1925695) (← links)
- Robust Markowitz: comprehensively maximizing Sharpe ratio by parametric-quadratic programming (Q2691241) (← links)
- Analytic solution to variance optimization with no short positions (Q3302932) (← links)
- BOUNDED STRATEGIES FOR MAXIMIZING THE SHARPE RATIO (Q5889362) (← links)
- Sharpe ratio analysis in high dimensions: residual-based nodewise regression in factor models (Q6108258) (← links)