On the existence of unbiased estimators for the portfolio weights obtained by maximizing the Sharpe ratio (Q732229): Difference between revisions
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Revision as of 01:05, 5 March 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 |
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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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