Alpha decay and Sharpe ratio : two measures of investor performance
Year of publication: |
2021
|
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Authors: | Guo, Ming ; Ou-Yang, Hui |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 104.2021, p. 1-16
|
Subject: | Alpha decay | Investor performance | The Sharpe ratio | Trading activities | Transaction costs | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Transaktionskosten | Anlageverhalten | Behavioural finance | Performance-Messung | Performance measurement |
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