How risky is the optimal portfolio which maximizes the Sharpe ratio? (English)
- New search for: Bodnar, Taras
- New search for: Zabolotskyy, Taras
- New search for: Bodnar, Taras
- New search for: Zabolotskyy, Taras
In:
AStA Advances in Statistical Analysis
;
101
, 1
;
1-28
;
2016
- Article (Journal) / Electronic Resource
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Title:How risky is the optimal portfolio which maximizes the Sharpe ratio?
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Contributors:Bodnar, Taras ( author ) / Zabolotskyy, Taras ( author )
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Published in:AStA Advances in Statistical Analysis ; 101, 1 ; 1-28
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Publisher:
- New search for: Springer Berlin Heidelberg
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Place of publication:Berlin/Heidelberg
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Publication date:2016-05-21
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Size:28 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 101, Issue 1
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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How risky is the optimal portfolio which maximizes the Sharpe ratio?Bodnar, Taras / Zabolotskyy, Taras et al. | 2016
- 29
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Nonlinear surface regression with dimension reduction methodYoshida, Takuma et al. | 2016
- 51
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Estimates for cell counts and common odds ratio in three-way contingency tables by homogeneous log-linear models with missing dataRochani, Haresh D. / Vogel, Robert L. / Samawi, Hani M. / Linder, Daniel F. et al. | 2016
- 67
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Control charts for multivariate spatial autoregressive modelsGarthoff, Robert / Otto, Philipp et al. | 2016
- 95
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Smoothed empirical likelihood for quantile regression models with response data missing at randomLuo, Shuanghua / Mei, Changlin / Zhang, Cheng-yi et al. | 2016