Pages that link to "Item:Q3503048"
From MaRDI portal
The following pages link to SHARPE RATIO MAXIMIZATION AND EXPECTED UTILITY WHEN ASSET PRICES HAVE JUMPS (Q3503048):
Displaying 7 items.
- Radner equilibrium in incomplete Lévy models (Q300843) (← links)
- Asset allocation under predictability and parameter uncertainty using Lasso (Q2221462) (← 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)
- HEDGING BY SEQUENTIAL REGRESSIONS REVISITED (Q3650924) (← links)
- THE SHARPE RATIO AND PREFERENCES: A PARAMETRIC APPROACH (Q4551761) (← links)
- (Q5176629) (← links)