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Applied Economics Letters Volume 30, 2023 - Issue 15
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Research Article

Global maximal Sharpe ratios for active portfolios

Gary van Vuurena Centre for Business Mathematics and Informatics, North-West University, Potchefstroom, South AfricaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0001-6811-0538View further author information
ORCID Icon &
Max van der Lecqb School of Economics, University of Cape Town, Cape Town, South AfricaORCID Iconhttps://orcid.org/0000-0001-9036-5983View further author information
ORCID Icon
Pages 2069-2073 | Published online: 21 Jun 2022

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