Search Results - Maller, R.

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  1. 1
    On the performance of the minimum VaR portfolio

    On the performance of the minimum VaR portfolio by Durand, Robert, Gould, John, Maller, R.

    Published 2010
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  2. 2
    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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  3. 3
    The risk-return tradeoff: A COGARCH analysis of Merton's hypothesis

    The risk-return tradeoff: A COGARCH analysis of Merton's hypothesis by Müller, G., Durand, Robert, Maller, R.

    Published 2011
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  4. 4
    Bias and consistency of the maximum Sharpe ratio

    Bias and consistency of the maximum Sharpe ratio by Maller, R., Durand, Robert, Lee, P.

    Published 2005
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  5. 5
    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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