Beyond the Sharpe ratio : an application of the Aumann-Serrano index to performance measurement
Year of publication: |
2012
|
---|---|
Authors: | Hommel, Ulrich ; Pigorsch, Christian |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 36.2012, 8, p. 2274-2284
|
Subject: | Performance-Messung | Performance measurement | Portfolio-Management | Portfolio selection | Betriebliche Kennzahl | Financial ratio |
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