Implications of Sharpe Ratio as a Performance Measure in Multi-Period Settings
Year of publication: |
[2009]
|
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Authors: | Cvitanic, Jaksa |
Other Persons: | Wang, Tan (contributor) ; Lazrak, Ali (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (35 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2007 erstellt |
Other identifiers: | 10.2139/ssrn.962187 [DOI] |
Classification: | G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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