Portfolio performance evaluation with generalized Sharpe ratios : beyond the mean and variance
Year of publication: |
2009
|
---|---|
Authors: | Zakamouline, Valeri ; Koekebakker, Steen |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 33.2009, 7, p. 1242-1254
|
Subject: | Portfolio-Management | Portfolio selection |
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