Notes on Fano ratio and portfolio optimization
Zura Kakushadze and Willie Yu
| Year of publication: |
2018
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|---|---|
| Authors: | Kakushadze, Zura ; Yu, Willie |
| Published in: |
Journal of risk & control. - Christchurch, New Zealand : Scientific Press International Limited, ISSN 2056-3701, ZDB-ID 2818578-X. - Vol. 5.2018, 1, p. 1-33
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| Subject: | portfolio | stocks | equities | optimization | sharpe ratio | Fano Ratio | Risk | Return | Expected Return | Alpha | Specific risk | Idiosyncratic Risk | Factor | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Risiko | Theorie | Theory | CAPM | Schätzung | Estimation | Risikomaß | Risk measure | Finanzanalyse | Financial analysis | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012229128