A re-examination of Sharpe's ratio for log-normal prices
Year of publication: |
2005
|
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Authors: | Knight, John L. ; Satchell, Stephen |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 12.2005, 1, p. 87-100
|
Subject: | Preis | Price | Statistische Verteilung | Statistical distribution | USA | United States | CAPM |
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