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Journal description
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Details for article 3 of 5 found articles
| Title: |
How risky is the optimal portfolio which maximizes the Sharpe ratio? |
| Author: |
Bodnar, Taras Zabolotskyy, Taras |
| Appeared in: |
AStA advances in statistical analysis |
| Paging: | Volume 101 (2016) nr. 1 pages 1-28 |
| Year: |
2016 |
| Contents: | |
| Publisher: |
Springer Berlin Heidelberg, Berlin/Heidelberg |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 3 of 5 found articles
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