Maximize the sharpe ratio and minimize a VaR
Robert B. Durand, Hedieh Jafarpour, Claudia Klüüelberg, and Ross Maller
| Year of publication: |
2010
|
|---|---|
| Authors: | Durand, Robert B. ; Jafarpour, Hedieh ; Klüüelberg, Claudia ; Maller, Ross |
| Published in: |
The journal of wealth management. - New York, NY : Institutional Investor, Inc., ISSN 1520-4154, ZDB-ID 20900788. - Vol. 13.2010, 1, p. 91-102
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009886630