Implications of the Sharpe ratio as a performance measure in multi-period settings
Year of publication: |
2008
|
---|---|
Authors: | Cvitanić, Jakša ; Lazrak, Ali ; Wang, Tan |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 32.2008, 5, p. 1622-1649
|
Subject: | Portfolio-Management | Portfolio selection |
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