Implications of the Sharpe ratio as a performance measure in multi-period settings (Q844669): Difference between revisions

@@ Property / DOI @@
-.1016/j.jedc.2007.06.009
@@ Property / DOI: 10.1016/j.jedc.2007.06.009 / rank @@
-Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jedc.2007.06.009
+Normal rank
@@ Property / OpenAlex ID @@
+W3121757001
@@ Property / OpenAlex ID: W3121757001 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic Asset Allocation in a Mean-Variance Framework
+Normal rank
@@ Property / cites work @@
+CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
+Normal rank
@@ Property / cites work @@
+Consumption and Portfolio Decisions when Expected Returns are Time Varying
+Normal rank
@@ Property / cites work @@
+Q4828653
@@ Property / cites work: Q4828653 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4039796
@@ Property / cites work: Q4039796 / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous-time portfolio optimization under terminal wealth constraints
+Normal rank
@@ Property / cites work @@
+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
+Normal rank
@@ Property / cites work @@
+Quadratic Hedging and Mean-Variance Portfolio Selection with Random Parameters in an Incomplete Market
+Normal rank
@@ Property / cites work @@
+Mean-Variance Portfolio Selection with Random Parameters in a Complete Market
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+Termination Risk, Multiple Managers and Mutual Fund Tournaments
+Normal rank
@@ Property / cites work @@
+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
+Normal rank
@@ Property / DOI @@
+.1016/J.JEDC.2007.06.009
@@ Property / DOI: 10.1016/J.JEDC.2007.06.009 / rank @@
+Normal rank