scientific article; zbMATH DE number 1462624

zbMATH Open0952.91071MaRDI QIDQ4486942

Wojciech Kuryłek

Publication date: 21 June 2000

Title of this publication is not available (Why is that?)

zbMATH Keywords

linear regressionprincipal componentsportfolio analysismarket indexSharpe model

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Portfolio theory (91G10)

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Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset

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