Estimation risk-adjusted sharpe ratio and fund performance ranking under a general return distribution
Year of publication: |
2009
|
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Authors: | Bao, Yong |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 7.2009, 2, p. 152-173
|
Subject: | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | USA | United States | Theorie | Theory | Performance-Messung | Performance measurement |
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