When all risk-adjusted performance measures are the same: in praise of the Sharpe ratio - a comment
Year of publication: |
2014
|
---|---|
Authors: | Schuhmacher, Frank ; Breuer, Wolfgang |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 14.2014, 5, p. 775-776
|
Publisher: |
Taylor & Francis Journals |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Portfolioselektion und die Schätzung unbekannter Renditemomente
Breuer, Wolfgang, (2004)
-
Breuer, Wolfgang, (2003)
-
Breuer, Wolfgang, (2003)
- More ...