Results 251 to 260 of about 3,671,092 (264)

An extension of Sharpe's single-index model: portfolio selection with expert betas

Journal of the Operational Research Society, 2006
Mariano Jiménez
exaly  

The Empirical Analysis of Sharpe’s One-Way Analysis of Variance in Chinese Market

Applied Economics and Policy Studies, 2022
exaly  

Sharpe thinking in asset ranking with one-sided measures

European Journal of Operational Research, 2008
Luisa Tibiletti, Simone Farinelli
exaly  

A comparison of minimum variance and maximum Sharpe ratio portfolios for mainstream investors

Journal of Risk Finance, 2022
exaly  

Selecting the optimum portfolio using fuzzy compromise programming and Sharpe’s single-index model

Applied Mathematics and Computation, 2006
Blanca Pérez-Gladish
exaly  

Optimal portfolio using volatility anomaly concept and Sharpe optimisation technique

International Journal of Business Excellence, 2021
exaly  

The structural Sharpe model under t -distributions

Journal of Applied Statistics, 2010
Manuel Galea, Filidor Vilca
exaly  

Robust portfolio optimization with Value-at-Risk-adjusted Sharpe ratios

Journal of Asset Management, 2013
Geng Deng
exaly  

The mean–variance ratio test—A complement to the coefficient of variation test and the Sharpe ratio test

Statistics and Probability Letters, 2011
Wing-Keung Wong, Z D Bai
exaly  

Refinements to the Sharpe ratio: Comparing alternatives for bear markets

Journal of Asset Management, 2006
Hendrik Scholz
exaly