Open AccessSharpe-Ratio Related Portfolio Selection
Author(s) -
Zhenghao Dong
Publication year - 2022
Publication title -
bcp business and management
Language(s) - Uncategorized
Resource type - Journals
ISSN - 2692-6156
DOI - 10.54691/bcpbm.v24i.1512
Subject(s) - sharpe ratio , portfolio , efficient frontier , risk–return spectrum , expected return , econometrics , information ratio , rate of return on a portfolio , modern portfolio theory , actuarial science , economics , capital asset pricing model , financial economics