How's the performance of the optimized portfolios by safety-first rules: theory with empirical comparisons (Q2244237)
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scientific article; zbMATH DE number 7425079
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| English | How's the performance of the optimized portfolios by safety-first rules: theory with empirical comparisons |
scientific article; zbMATH DE number 7425079 |
Statements
How's the performance of the optimized portfolios by safety-first rules: theory with empirical comparisons (English)
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12 November 2021
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optimal portfolio
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safety-first rule
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Sharpe ratio
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portfolio choice
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extreme loss risk
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0.828275740146637
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0.8201297521591187
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0.808469295501709
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0.7450810670852661
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