Notes on Fano Ratio and Portfolio Optimization

Author:

Kakushadze Zura,Yu Willie

Publisher

Elsevier BV

Reference39 articles.

1. the case of mean-variance optimization with linear costs. For a recent discussion, see, e.g., [Kakushadze;Meade ; J C Adcock;Here we will not delve into the w i = 0 (and other important) subtleties. Such subtleties arise,1982

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3. Internet Bubble Examination with Mean-Variance Ratio;Z D Bai;Handbook of Financial Econometrics and Statistics,2015

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Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Betas, Benchmarks and Beating the Market;SSRN Electronic Journal;2018

2. A Short Sharpe Course;SSRN Electronic Journal;2017

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