The Sharpe ratio's market climate bias : theoretical and empirical evidence from US equity mutual funds
Sebastian Krimm; Hendrik Scholz; Marco Wilkens
| Year of publication: |
2012
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|---|---|
| Authors: | Krimm, Sebastian ; Scholz, Hendrik ; Wilkens, Marco |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717X. - Vol. 13.2012, 4, p. 227-242
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010038871