The large-sample distribution of the maximum Sharpe ratio with and without short sales (Q2630355)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The large-sample distribution of the maximum Sharpe ratio with and without short sales |
scientific article |
Statements
The large-sample distribution of the maximum Sharpe ratio with and without short sales (English)
0 references
27 July 2016
0 references
optimal portfolio
0 references
maximum Sharpe ratio
0 references
asymptotic distribution
0 references
asymptotic normality
0 references
short sales
0 references
