Algorithm for construction of portfolio of stocks using Treynor’s ratio
Year of publication: |
2012-07-07
|
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Authors: | Sinha, Pankaj ; Goyal, Lavleen |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Portfolio Construction | Treynor's ratio | algorithm for portfolio selection | Capital Asset Pricing Model |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; C00 - Mathematical and Quantitative Methods. General ; C63 - Computational Techniques ; G10 - General Financial Markets. General |
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