Risk-reward ratio optimisation (revisited)

DOI10.1007/978-3-030-52970-3_3zbMath1479.91356OpenAlexW3124417564MaRDI QIDQ2057901

Enrico Schumann, Manfred Gilli

Publication date: 7 December 2021

Full work available at URL: https://doi.org/10.1007/978-3-030-52970-3_3

zbMATH Keywords

portfolio selectionalternative risk and reward specifications

Mathematics Subject Classification ID

Portfolio theory (91G10)

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