QUANTIFYING THE IMPACT OF PARTIAL INFORMATION ON SHARPE RATIO OPTIMIZATION (Q5891125): Difference between revisions
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Latest revision as of 08:35, 30 July 2024
scientific article; zbMATH DE number 6202744
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | QUANTIFYING THE IMPACT OF PARTIAL INFORMATION ON SHARPE RATIO OPTIMIZATION |
scientific article; zbMATH DE number 6202744 |
Statements
QUANTIFYING THE IMPACT OF PARTIAL INFORMATION ON SHARPE RATIO OPTIMIZATION (English)
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28 August 2013
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bivariate dual generalized Marshall-Olkin distribution
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survival analysis
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actuarial science
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