Optimal portfolio choice using the maximum Sharpe ratio

Optimal portfolio choice using the maximum Sharpe ratio

Choosing a portfolio from among the enormous range of assets now available to an investor would be facilitated if we could locate the return–risk ratio of a particular allocation along a spectrum of possibilities. A comparison between portfolio choices can tell us, for example, whether it is better...

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Bibliographic Details
Main Authors: Maller, R., Durand, Robert, Jafarpour, H.
Format: Journal Article
Published: Incisive Media Ltd. 2010
Online Access:http://proquest.umi.com/pqdweb?RQT=305&SQ=issn%281465%2D1211%29%20and%20%28ti%28Optimal%20portfolio%20choice%20using%20the%20maximum%20Sharpe%20ratio%29%20or%20%28startpage%2849%29%20and%20volume%2812%29%20and%20issue%284%29%29%29%2
http://hdl.handle.net/20.500.11937/41951

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http://proquest.umi.com/pqdweb?RQT=305&SQ=issn%281465%2D1211%29%20and%20%28ti%28Optimal%20portfolio%20choice%20using%20the%20maximum%20Sharpe%20ratio%29%20or%20%28startpage%2849%29%20and%20volume%2812%29%20and%20issue%284%29%29%29%2
http://hdl.handle.net/20.500.11937/41951

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