The low return distortion of the Sharpe ratio
Year of publication: |
2013
|
---|---|
Authors: | Auer, Benjamin |
Published in: |
Financial Markets and Portfolio Management. - Springer, ISSN 1555-4961. - Vol. 27.2013, 3, p. 299-306
|
Publisher: |
Springer |
Subject: | Sharpe ratio | Performance measurement | Manipulation | Hedge funds |
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