Pages that link to "Item:Q1042804"
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The following pages link to Optimal algorithms and intuitive explanations for Markowitz's portfolio selection model and Sharpe's ratio with no short-selling (Q1042804):
Displaying 3 items.
- Comparing large-sample maximum Sharpe ratios and incremental variable testing (Q1681279) (← links)
- Robust Markowitz: comprehensively maximizing Sharpe ratio by parametric-quadratic programming (Q2691241) (← links)
- Mean-risk model for uncertain portfolio selection with background risk and realistic constraints (Q2691461) (← links)
