How's the performance of the optimized portfolios by safety-first rules: theory with empirical comparisons (Q2244237): Difference between revisions
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Revision as of 02:21, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How's the performance of the optimized portfolios by safety-first rules: theory with empirical comparisons |
scientific article |
Statements
How's the performance of the optimized portfolios by safety-first rules: theory with empirical comparisons (English)
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12 November 2021
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optimal portfolio
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safety-first rule
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Sharpe ratio
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portfolio choice
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extreme loss risk
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