Measuring portfolio performance : Sharpe, alpha, or the geometric mean?
Year of publication: |
2017
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Authors: | Levy, Moshe |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 15.2017, 3, p. 6-22
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Subject: | Portfolio performance | Sharpe ratio | alpha | geometric mean | investment horizon | Portfolio-Management | Portfolio selection | CAPM | Investmentfonds | Investment Fund | Performance-Messung | Performance measurement | Kapitaleinkommen | Capital income | Kapitalanlage | Financial investment |
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