Some results on bivariate squared maximum sharpe ratio
Year of publication: |
2024
|
---|---|
Authors: | Mousavi, Samane Al-sadat ; Dolati, Ali ; Dastbaravarde, Ali |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 12.2024, 6, Art.-No. 88, p. 1-17
|
Subject: | copula | dependence | maximum squared Sharpe ratio | Sharpe ratio | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Multivariate Verteilung | Multivariate distribution | Kapitaleinkommen | Capital income |
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