Optimal algorithms and intuitive explanations for Markowitz's portfolio selection model and Sharpe's ratio with no short-selling (Q1042804)
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scientific article; zbMATH DE number 5643356
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| English | Optimal algorithms and intuitive explanations for Markowitz's portfolio selection model and Sharpe's ratio with no short-selling |
scientific article; zbMATH DE number 5643356 |
Statements
Optimal algorithms and intuitive explanations for Markowitz's portfolio selection model and Sharpe's ratio with no short-selling (English)
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7 December 2009
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portfolio analysis
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Sharpe's ratio
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no short-selling
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0.8040671348571777
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0.8005592226982117
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0.7923727631568909
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0.7811371684074402
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