The expected sharpe ratio of efficient portfolios under estimation errors

Hatem Mansali () and Bacem Benjlijel
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Hatem Mansali: IRG - Institut de Recherche en Gestion - UPEM - Université Paris-Est Marne-la-Vallée - UPEC UP12 - Université Paris-Est Créteil Val-de-Marne - Paris 12

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Date: 2021-07-19
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Published in Cogent Economics & Finance, 2021, 9 (1), pp.1943910. ⟨10.1080/23322039.2021.1943910⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03390568

DOI: 10.1080/23322039.2021.1943910

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