A comparison of minimum variance and maximum Sharpe ratio portfolios for mainstream investors
Year of publication: |
2022
|
---|---|
Authors: | Vinzelberg, Anja ; Auer, Benjamin R. |
Subject: | Maximum Sharpe ratio | Minimum variance | Portfolio selection | Single-index model | Portfolio-Management | Schätztheorie | Estimation theory | Varianzanalyse | Analysis of variance |
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