The sharpe ratio of estimated efficient portfolios
Year of publication: |
May 2016
|
---|---|
Authors: | Kourtis, Apostolos |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 17.2016, p. 72-78
|
Subject: | Portfolio performance | Mean-variance analysis | Estimation errors | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income | CAPM |
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