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A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks

International Journal of Banking and Finance Pub Date : 2021-12-01 DOI:10.1016/J.JBANKFIN.2021.106281
Felix Kircher, Daniel Rösch
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引用次数: 6
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具有风险估计的夏普比率最优投资组合的收缩方法
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来源期刊
International Journal of Banking and Finance
International Journal of Banking and Finance
自引率
0.00%
发文量
5
审稿时长
21 weeks
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