Timeline for maximize Sharpe ratio in portfolio optimization
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| May 14, 2020 at 22:02 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Apr 14, 2020 at 20:04 | answer | added | Kingsley Ikani | timeline score: 1 | |
| Sep 8, 2018 at 20:37 | answer | added | Tim Tillson | timeline score: -2 | |
| May 5, 2018 at 1:06 | comment | added | Alex C | There is a brief discussion on Pages 159-160 of the Cornuejols Tutuncu book, which is available online math.ku.dk/~rolf/CT_FinOpt.pdf Is that helpful? | |
| May 3, 2018 at 21:07 | comment | added | Alex C | This question may be related quant.stackexchange.com/questions/39137/… and the Tutuncu reference mentioned therein (Tutuncu/Cournejols is also referenced in a footnote of the post you linked) | |
| May 3, 2018 at 20:51 | history | asked | JOHN | CC BY-SA 4.0 |