On the existence of unbiased estimators for the portfolio weights obtained by maximizing the Sharpe ratio
| Year of publication: |
2008
|
|---|---|
| Authors: | Schmid, Wolfgang ; Zabolotskyy, Taras |
| Published in: |
AStA Advances in Statistical Analysis. - Springer. - Vol. 92.2008, 1, p. 29-34
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| Publisher: |
Springer |
| Subject: | Optimal portfolio weights | Unbiased estimator | Asymptotically unbiased estimator | Sharpe ratio optimal weights |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005598110