Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion
Charles-Olivier Amédée-Manesme, Fabrice Barthélémy
| Year of publication: |
2022
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|---|---|
| Authors: | Amédée-Manesme, Charles-Olivier ; Barthélémy, Fabrice |
| Published in: |
Risk management decisions and value under uncertainty. - Dordrecht, The Netherlands : Springer. - 2022, p. 691-712
|
| Subject: | Performance measures | Cornish Fisher expansion | Modified Sharpe ratio | Rearrangement | Performance-Messung | Performance measurement | Portfolio-Management | Portfolio selection | Betriebliche Kennzahl | Financial ratio | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-020-03858-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013341975