| Original language | English |
|---|---|
| Pages (from-to) | 49-73 |
| Journal | The Journal of Risk |
| Volume | 12 |
| Issue number | 4 |
| Publication status | Published - 2010 |
Optimal portfolio choice using the maximum Sharpe ratio
Ross Maller, Robert Durand, Hediah Jafarpour
Research output: Contribution to journal › Article › peer-review