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 |
| _version_ | 1848752589384974336 |
|---|---|
| author | Durand, Robert Jafarpour, H. kluppelberg, C. Maller, R. |
| author_facet | Durand, Robert Jafarpour, H. kluppelberg, C. Maller, R. |
| author_sort | Durand, Robert |
| building | Curtin Institutional Repository |
| collection | Online Access |
| first_indexed | 2025-11-14T08:11:01Z |
| format | Journal Article |
| id | curtin-20.500.11937-28635 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T08:11:01Z |
| publishDate | 2010 |
| publisher | Institutional Investor Journals |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-286352018-12-14T00:52:19Z Maximize the Sharpe ratio and minimize a VaR Durand, Robert Jafarpour, H. kluppelberg, C. Maller, R. 2010 Journal Article http://hdl.handle.net/20.500.11937/28635 http://proquest.umi.com/pqdlink?Ver=1&Exp=09-02-2016&FMT=7&DID=2037872061&RQT=309 Institutional Investor Journals restricted |
| spellingShingle | Durand, Robert Jafarpour, H. kluppelberg, C. Maller, R. Maximize the Sharpe ratio and minimize a VaR |
| title | Maximize the Sharpe ratio and minimize a VaR |
| title_full | Maximize the Sharpe ratio and minimize a VaR |
| title_fullStr | Maximize the Sharpe ratio and minimize a VaR |
| title_full_unstemmed | Maximize the Sharpe ratio and minimize a VaR |
| title_short | Maximize the Sharpe ratio and minimize a VaR |
| title_sort | maximize the sharpe ratio and minimize a var |
| url | 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 |