obstruct
发表于 2025-4-1 02:03:48
Maximally Acceptable Portfolios,es and options. In sample results for the year 2008 indicate that maximizing the acceptability index can lead to portfolios that second order stochastically dominate their Gaussian counterparts. Backtests over the period 1997 to 2008 reflect gains to maximizing acceptability over holding a maximal Sharpe ratio portfolio.
Irremediable
发表于 2025-4-1 09:03:49
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