On the existence of unbiased estimators for the portfolio weights obtained by maximizing the Sharpe ratio (Q732229): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1007/s10182-008-0054-5
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+W2017302640
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+Q4230831
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+Estimation for Markowitz Efficient Portfolios
@@ Property / cites work: Estimation for Markowitz Efficient Portfolios / rank @@
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+Distributional properties of portfolio weights
@@ Property / cites work: Distributional properties of portfolio weights / rank @@
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+Comparison of different estimation techniques for portfolio selection
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+ESTIMATION OF OPTIMAL PORTFOLIO WEIGHTS
@@ Property / cites work: ESTIMATION OF OPTIMAL PORTFOLIO WEIGHTS / rank @@
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+Q5844986
@@ Property / cites work: Q5844986 / rank @@
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+Publication:732229