Notes on Fano ratio and portfolio optimization

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Bibliographische Detailangaben
Veröffentlicht in:Journal of risk & control
1. Verfasser: Kakushadze, Zura (VerfasserIn)
Weitere Verfasser: Yu, Willie (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2018
Schlagworte:
portfolio > stocks > equities > optimization > sharpe ratio > Fano Ratio > Risk > Return > Expected Return > Alpha > Specific risk > Idiosyncratic Risk > Factor > Aufsatz in Zeitschrift
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