On the existence of unbiased estimators for the portfolio weights obtained by maximizing the Sharpe ratio
Wolfgang Schmid; Taras Zabolotskyy
| Year of publication: |
2008
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| Authors: | Schmid, Wolfgang ; Zabolotskyy, Taras |
| Published in: |
Advances in statistical analysis : AStA ; a journal of the German Statistical Society. - Berlin : Springer, ISSN 1863-8171, ZDB-ID 2277258-3. - Vol. 92.2008, 1, p. 29-34
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| Subject: | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Rendite | Yield | Risiko | Risk | CAPM | Theorie | Theory |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003649991