Global maximal Sharpe ratios for active portfolios
Year of publication: |
2023
|
---|---|
Authors: | Van Vuuren, Gary ; Lecq, Max van der |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 30.2023, 15, p. 2069-2073
|
Subject: | active management | benchmarks | optimization | Sharpe ratio | tracking error | Portfolio-Management | Portfolio selection | Benchmarking | Kapitaleinkommen | Capital income | Betriebliche Kennzahl | Financial ratio |
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