On the existence of unbiased estimators for the portfolio weights obtained by maximizing the Sharpe ratio (Q732229)
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scientific article; zbMATH DE number 5612729
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| English | On the existence of unbiased estimators for the portfolio weights obtained by maximizing the Sharpe ratio |
scientific article; zbMATH DE number 5612729 |
Statements
On the existence of unbiased estimators for the portfolio weights obtained by maximizing the Sharpe ratio (English)
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9 October 2009
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optimal portfolio weights
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unbiased estimator
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asymptotically unbiased estimator
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Sharpe ratio optimal weights
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0.8137474060058594
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0.7969725728034973
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0.7819682359695435
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0.7802326679229736
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0.775349497795105
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