Work

Facilitating Portfolio Construction Using Ex-Ante Information Ratios and Maximum Sharpe Ratios

Year: 2025

Type: article

Source: The journal of wealth management

DOI: 10.3905/jwm.2025.1.282

Authors: Tom Arnold, Joseph Farizo, David S. North

Institution: University of Richmond

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4414512519

FWCI: 0.819

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Cited by: 1

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