Pages that link to "Item:Q4911221"
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The following pages link to When all risk-adjusted performance measures are the same: in praise of the Sharpe ratio (Q4911221):
Displaying 10 items.
- Sufficient conditions under which SSD- and MR-efficient sets are identical (Q297397) (← links)
- A parametric Sharpe ratio optimization approach for fuzzy portfolio selection problem (Q1992962) (← links)
- Minimum Rényi entropy portfolios (Q2241052) (← links)
- Distributionally robust profit opportunities (Q2661601) (← links)
- Distributionally robust portfolio optimization with linearized STARR performance measure (Q5068074) (← links)
- COMPARING THE SMALL-SAMPLE ESTIMATION ERROR OF CONCEPTUALLY DIFFERENT RISK MEASURES (Q5157840) (← links)
- When all risk-adjusted performance measures are the same: in praise of the Sharpe ratio ‒ a comment (Q5245349) (← links)
- Extrapolated Proximal Subgradient Algorithms for Nonconvex and Nonsmooth Fractional Programs (Q5868963) (← links)
- Star-shaped acceptability indexes (Q6573824) (← links)
- A Bregman proximal subgradient algorithm for nonconvex and nonsmooth fractional optimization problems (Q6577595) (← links)