Open AccessEMPIRICAL ANALYSIS OF THE SAMPLE ESTIMATOR OF INVESTOR’S RISK AVERSION COEFFICIENT OF PORTFOLIO WITH THE MAXIMUM SHARPE RATIO
Author(s) -
M. V. Zabolotskyy,
Taras Zabolotskyy,
T. Baibula
Publication year - 2019
Publication title -
visnyk of the lviv university series economics
Language(s) - English
Resource type - Journals
ISSN - 2078-6115
DOI - 10.30970/ves.2019.56.0.3014
Subject(s) - sharpe ratio , estimator , portfolio , econometrics , risk aversion (psychology) , mathematics , portfolio optimization , statistics , sample size determination , economics , modern portfolio theory , expected utility hypothesis , financial economics
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