On the existence of unbiased estimators for the portfolio weights obtained by maximizing the Sharpe ratio (Q732229): Difference between revisions
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| Property / cites work: Estimation for Markowitz Efficient Portfolios / rank | |||
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| Property / cites work: Distributional properties of portfolio weights / rank | |||
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| Property / cites work: Comparison of different estimation techniques for portfolio selection / rank | |||
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| Property / cites work: ESTIMATION OF OPTIMAL PORTFOLIO WEIGHTS / rank | |||
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Latest revision as of 00:18, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the existence of unbiased estimators for the portfolio weights obtained by maximizing the Sharpe ratio |
scientific article |
Statements
On the existence of unbiased estimators for the portfolio weights obtained by maximizing the Sharpe ratio (English)
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9 October 2009
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optimal portfolio weights
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unbiased estimator
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asymptotically unbiased estimator
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Sharpe ratio optimal weights
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