Quantifying the impact of partial information on Sharpe ratio optimization (Q5891126)
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scientific article; zbMATH DE number 6202745
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantifying the impact of partial information on Sharpe ratio optimization |
scientific article; zbMATH DE number 6202745 |
Statements
28 August 2013
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continuous-time model
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passive trading strategies
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mean-reverting environment
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pessimistic investors
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parameters in stock return predictor
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Quantifying the impact of partial information on Sharpe ratio optimization (English)
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