The large-sample distribution of the maximum Sharpe ratio with and without short sales (Q2630355)
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scientific article; zbMATH DE number 6606689
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | The large-sample distribution of the maximum Sharpe ratio with and without short sales |
scientific article; zbMATH DE number 6606689 |
Statements
The large-sample distribution of the maximum Sharpe ratio with and without short sales (English)
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27 July 2016
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optimal portfolio
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maximum Sharpe ratio
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asymptotic distribution
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asymptotic normality
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short sales
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0.84114736
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0.8285467
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0.81984913
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0.8157613
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0.8149069
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0.8089611
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0.8072175
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0.80341804
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