How risky is the optimal portfolio which maximizes the Sharpe ratio?
Crossref DOI link: https://doi.org/10.1007/s10182-016-0270-3
Published Online: 2016-05-21
Published Print: 2017-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bodnar, Taras
Zabolotskyy, Taras
Text and Data Mining valid from 2016-05-21