A comparison of minimum variance and maximum Sharpe ratio portfolios for mainstream investors
Anja Vinzelberg and Benjamin Rainer Auer
| Year of publication: |
2022
|
|---|---|
| Authors: | Vinzelberg, Anja ; Auer, Benjamin R. |
| Published in: |
The journal of risk finance : JRF. - Bradford : Emerald, ISSN 2331-2947, ZDB-ID 2048922-5. - Vol. 23.2022, 1, p. 55-84
|
| Subject: | Maximum Sharpe ratio | Minimum variance | Portfolio selection | Single-index model | Portfolio-Management | Schätztheorie | Estimation theory | Varianzanalyse | Analysis of variance |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JRF-02-2021-0021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012797861