The low return distortion of the Sharpe ratio
Benjamin R. Auer
| Year of publication: |
2013
|
|---|---|
| Authors: | Auer, Benjamin R. |
| Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 27.2013, 3, p. 299-306
|
| Subject: | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | USA | United States | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009780274