How risky is the optimal portfolio which maximizes the Sharpe ratio? (Q1622090)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How risky is the optimal portfolio which maximizes the Sharpe ratio? |
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How risky is the optimal portfolio which maximizes the Sharpe ratio? (English)
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12 November 2018
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tangent portfolio
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sharpe ratio
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value-at-risk
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parameter uncertainty
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elliptically contoured distributions
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