Open Research

Maximize the sharpe ratio and minimize a VaR

dc.contributor.author	Maller, Ross
dc.date.accessioned	2015-12-10T23:11:22Z
dc.identifier.issn	1534-7524
dc.identifier.uri	http://hdl.handle.net/1885/63787
dc.publisher	Institutional Investor, Journals
dc.source	Journal of Wealth Management
dc.title	Maximize the sharpe ratio and minimize a VaR
dc.type	Journal article
local.description.notes	Imported from ARIES
local.identifier.citationvolume	13
dc.date.issued	2010
local.identifier.absfor	150201 - Finance
local.identifier.ariespublication	f2965xPUB848
local.type.status	Published Version
local.contributor.affiliation	Maller, Ross, College of Business and Economics, ANU
local.description.embargo	2037-12-31
local.bibliographicCitation.issue	1
local.bibliographicCitation.startpage	91
local.bibliographicCitation.lastpage	102
local.identifier.doi	10.3905/JWM.2010.13.1.091
dc.date.updated	2015-12-10T09:21:56Z
local.identifier.scopusID	2-s2.0-77955934080
Collections	ANU Research Publications

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