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Optimal portfolio choice using the maximum Sharpe ratio

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Date

2010

Authors

Maller, Ross
Durand, Robert
Jafarpour, Hediah

Journal Title

Journal ISSN

Volume Title

Publisher

Risk Waters Group

Abstract

Description

Keywords

Citation

URI

http://hdl.handle.net/1885/34289

Collections

ANU Research Publications

Source

The Journal of Risk

Type

Journal article

Book Title

Entity type

Access Statement

License Rights

DOI

Restricted until

2037-12-31

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01_Maller_Optimal_portfolio_choice_using_2010.pdf (153.31 KB)

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