Maximize the Sharpe ratio and minimize a VaR
| Main Authors: | , , , |
|---|---|
| Format: | Journal Article |
| Published: |
Institutional Investor Journals
2010
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| Online Access: | http://proquest.umi.com/pqdlink?Ver=1&Exp=09-02-2016&FMT=7&DID=2037872061&RQT=309 http://hdl.handle.net/20.500.11937/28635 |
| Description not available. |