Optimal portfolio choice using the maximum Sharpe ratio

Citation

Maller, R, Durand, R & Jafarpour, H 2010, 'Optimal portfolio choice using the maximum Sharpe ratio', The Journal of Risk, vol. 12, no. 4, pp. 49-73.

Year

2010

ANU Authors

Field of Research

  • Stochastic Analysis And Modelling

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