How's the performance of the optimized portfolios by safety-first rules: theory with empirical comparisons (Q2244237)
From MaRDI portal
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)
0 references
12 November 2021
0 references
optimal portfolio
0 references
safety-first rule
0 references
Sharpe ratio
0 references
portfolio choice
0 references
extreme loss risk
0 references