Work

The Sharpe ratio of estimated efficient portfolios

Year: 2016

Type: article

Source: Finance research letters

DOI: 10.1016/j.frl.2016.01.009

Author: Apostolos Kourtis

Institution: University of East Anglia

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2308077997

FWCI: 2.191

Cites: 21

Cited by: 48

Related to: 10