Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset (Q2397571): Difference between revisions
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Revision as of 18:20, 22 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset |
scientific article |
Statements
Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset (English)
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22 May 2017
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continuous-time mean-variance model
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efficient investment strategy
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efficient frontier
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Sharpe ratio
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Hamilton-Jacobi-Bellman equation
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