Sharpe Performance Measure and Treynor Performance Measure Approach to Portfolio Analysis (Q5139512)
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scientific article; zbMATH DE number 7283294
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sharpe Performance Measure and Treynor Performance Measure Approach to Portfolio Analysis |
scientific article; zbMATH DE number 7283294 |
Statements
Sharpe Performance Measure and Treynor Performance Measure Approach to Portfolio Analysis (English)
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9 December 2020
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Lagrangian multipliers
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risk-free rate
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Sharpe performance measure
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short sales allowed
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short sales not allowed
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Treynor performance measure
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