具有风险估计的夏普比率最优投资组合的收缩方法

{"title":"具有风险估计的夏普比率最优投资组合的收缩方法","authors":"Felix Kircher, Daniel Rösch","doi":"10.1016/J.JBANKFIN.2021.106281","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":34380,"journal":{"name":"International Journal of Banking and Finance","volume":"42 1","pages":"106281"},"PeriodicalIF":0.0000,"publicationDate":"2021-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"6","resultStr":"{\"title\":\"A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks\",\"authors\":\"Felix Kircher, Daniel Rösch\",\"doi\":\"10.1016/J.JBANKFIN.2021.106281\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":34380,\"journal\":{\"name\":\"International Journal of Banking and Finance\",\"volume\":\"42 1\",\"pages\":\"106281\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2021-12-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"6\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"International Journal of Banking and Finance\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1016/J.JBANKFIN.2021.106281\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"International Journal of Banking and Finance","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1016/J.JBANKFIN.2021.106281","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}