QUANTIFYING THE IMPACT OF PARTIAL INFORMATION ON SHARPE RATIO OPTIMIZATION (Q5891125): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 19:21, 3 February 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)
0 references
28 August 2013
0 references
bivariate dual generalized Marshall-Olkin distribution
0 references
survival analysis
0 references
actuarial science
0 references
