Search Results - Jafarpour, H.

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    Optimal portfolio choice using the maximum Sharpe ratio

    Optimal portfolio choice using the maximum Sharpe ratio by Maller, R., Durand, Robert, Jafarpour, H.

    Published 2010
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  2. 2
    Maximize the Sharpe ratio and minimize a VaR

    Maximize the Sharpe ratio and minimize a VaR by Durand, Robert, Jafarpour, H., kluppelberg, C., Maller, R.

    Published 2010
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    Get full text

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