Open AccessThe Sharpe Ratio’s Upper Bound of the Portfolios in the Presence of a Benchmark: Application to the US Financial Market
Author(s) -
Ye Jiang,
Yiwei Wang,
Muhammad Wajid Raza
Publication year - 2022
Publication title -
journal of mathematical finance
Language(s) - English
Resource type - Journals
eISSN - 2162-2434
pISSN - 2162-2442
DOI - 10.4236/jmf.2022.123030
Subject(s) - sharpe ratio , portfolio , upper and lower bounds , economics , investment (military) , financial economics , market portfolio , index (typography) , econometrics , investment strategy , mathematics , monetary economics , computer science , mathematical analysis , politics , world wide web , political science , law , market liquidity