Eva del Pozo

Universidad Complutense de Madrid (UCM)

Carretera de Humera s/n

Madrid, Madrid 28223

Spain

SCHOLARLY PAPERS

1

DOWNLOADS
Rank 20,068

SSRN RANKINGS

Top 20,068

in Total Papers Downloads

2,417

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

The Strategy Approval Decision: A Sharpe Ratio Indifference Curve Approach

Algorithmic Finance, (2013) 2:1, 99-109
Number of pages: 12 Posted: 15 Feb 2012 Last Revised: 20 Jan 2014
Lawrence Berkeley National Laboratory, Cornell University - Operations Research & Industrial Engineering and Universidad Complutense de Madrid (UCM)
Downloads 2,417 (5,362)

Abstract:

Loading...

Portfolio theory, Sharpe ratio, pairwise correlation, indifference curve, diversification