Sharpe and Treynor ratios on treasury bonds
Year of publication: |
2006
|
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Authors: | Pilotte, Eugene A. ; Sterbenz, Frederic P. |
Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 79.2006, 1, p. 149-180
|
Subject: | Sharpe-ratio | Staatspapier | Government securities | Risiko | Risk | Kapitaleinkommen | Capital income | Zinsstruktur | Yield curve | Konjunktur | Business cycle | Schätzung | Estimation | USA | United States |
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