Showing 1 to 10 of 2 items
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Writer : Feghhi Kashani، Mohammad ؛ Corresponding Author : Mohebimajd، Ahmadreza ؛
Journal:Money and Economy»Spring 2021, Volume 16 - Number 2 Ranking ب (Ministry of Science/ISC (30 page(s) - From 253 to 282 )
Keywords:PortfolioStochastic dominanceSharpe RatioMean-VarianceMultidimensional Geometric Brownian Motion
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Corresponding Author : Mohebimajd، Ahmadreza ؛ Writer : Feghhi Kashani، Mohamamd ؛
Journal:Economic StudiesIJES»Summer and Autumn 2021, Volume 10 - Number 20 Ranking د (Ministry of Science/ISC (23 page(s) - From 315 to 337 )
Keywords:PortfolioSharpe RatioMean-VarianceMultidimensional Geometric Brownian Motion