The expected sharpe ratio of efficient portfolios under estimation errors
Year of publication: |
2021
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Authors: | Benjlijel, Bacem ; Mansali, Hatem |
Published in: |
Cogent economics & finance. - Abingdon : Taylor & Francis, ISSN 2332-2039, ZDB-ID 2773198-4. - Vol. 9.2021, 1, Art.-No. 1943910, p. 1-16
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Subject: | estimation errors | estimator performance | mean-variance analysis | portfolio performance | Sharpe ratio | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income | Statistischer Fehler | Statistical error |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/23322039.2021.1943910 [DOI] hdl:10419/270114 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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