Work

Optimal Sharpe Ratio Portfolios and the Role of Perfect Foresight in Returns, Volatilities, and Correlations

Year: 2026

Type: article

Source: The Journal of Investing

DOI: 10.3905/joi.2026.020

Authors: Rob Roy, Nick Motson, Steve Thomas

Institutions: AdventHealth Tampa, City, University of London

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: W7221509789

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