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Sharpe ratio
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exchange traded funds
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inverse coefficient of variation
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mutual funds
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outperformance probability
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performance measurement
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Frahm, Gabriel
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Huber, Ferdinand
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The
outperformance
probability
of mutual funds
Frahm, Gabriel
;
Huber, Ferdinand
- In:
Journal of Risk and Financial Management
12
(
2019
)
3
,
pp. 1-29
We propose the
outperformance
probability
as a new performance measure, which can be used in order to compare a …
Persistent link: https://www.econbiz.de/10012611179
Saved in:
2
The
outperformance
probability
of mutual funds
Frahm, Gabriel
;
Huber, Ferdinand
- In:
Journal of risk and financial management : JRFM
12
(
2019
)
3/108
,
pp. 1-29
We propose the
outperformance
probability
as a new performance measure, which can be used in order to compare a …
Persistent link: https://www.econbiz.de/10012025291
Saved in:
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