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ON THE STABILITY OF ALPHA BETA ESTIMATES AND MARKET PORTFOLIOS IN THE SHARPE PORTFOLIO SELECTION MODEL
Author(s) -
Frankfurter George M.
Publication year - 1978
Publication title -
decision sciences
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.238
H-Index - 108
eISSN - 1540-5915
pISSN - 0011-7315
DOI - 10.1111/j.1540-5915.1978.tb01368.x
Subject(s) - george (robot) , portfolio , beta (programming language) , sharpe ratio , selection (genetic algorithm) , citation , stability (learning theory) , modern portfolio theory , mathematical economics , economics , actuarial science , financial economics , computer science , library science , artificial intelligence , machine learning , programming language