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A new financial risk ratio - MaRDI portal

A new financial risk ratio (Q5220902)

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scientific article; zbMATH DE number 7183223
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English
A new financial risk ratio
scientific article; zbMATH DE number 7183223

    Statements

    title
    A new financial risk ratio (English)
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    publication date
    27 March 2020
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    zbMATH Keywords
    financial markets
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    efficient portfolios
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    investment utility
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    Sharpe ratio
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    antieigenvalue analysis
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    geometric mean
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    optimal growth
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    author
    Karl Gustafson
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    Identifiers

    zbMATH DE Number
    7183223
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    OpenAlex ID
    W2064604817
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