Pages that link to "Item:Q844669"
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The following pages link to Implications of the Sharpe ratio as a performance measure in multi-period settings (Q844669):
Displaying 14 items.
- Ranking of investment funds: acceptability versus robustness (Q319689) (← links)
- Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← links)
- Time consistent vs. time inconsistent dynamic asset allocation: some utility cost calculations for mean variance preferences (Q1994239) (← links)
- Portfolio theory for squared returns correlated across time (Q2296080) (← links)
- Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset (Q2397571) (← links)
- Mean–Variance Optimal Adaptive Execution (Q2889596) (← links)
- Robust reward–risk ratio optimization with application in allocation of generation asset (Q2926487) (← links)
- Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon (Q4553802) (← links)
- The premium of dynamic trading in a discrete-time setting (Q4554212) (← links)
- Continuous time mean–variance–utility portfolio problem and its equilibrium strategy (Q5057975) (← links)
- Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization (Q5227410) (← links)
- BOUNDED STRATEGIES FOR MAXIMIZING THE SHARPE RATIO (Q5889362) (← links)
- QUANTIFYING THE IMPACT OF PARTIAL INFORMATION ON SHARPE RATIO OPTIMIZATION (Q5891125) (← links)
- QUANTIFYING THE IMPACT OF PARTIAL INFORMATION ON SHARPE RATIO OPTIMIZATION (Q5891126) (← links)
