Pages that link to "Item:Q2630355"
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The following pages link to The large-sample distribution of the maximum Sharpe ratio with and without short sales (Q2630355):
Displayed 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)
- Sharpe ratio analysis in high dimensions: residual-based nodewise regression in factor models (Q6108258) (← links)