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The low return distortion of the Sharpe ratio
Auer, Benjamin R. - In: Financial markets and portfolio management 27 (2013) 3, pp. 299-306
Persistent link: https://www.econbiz.de/10009780274
Cover Image
The low return distortion of the Sharpe ratio
Auer, Benjamin R. - In: Financial markets and portfolio management 27 (2013) 3, pp. 299-306
Persistent link: https://www.econbiz.de/10009780275
Cover Image
Have trend-following signals in commodity futures markets become less reliable in recent years?
Auer, Benjamin R. - In: Financial markets and portfolio management 35 (2021) 4, pp. 533-553
Persistent link: https://www.econbiz.de/10012651788
Cover Image
The low return distortion of the Sharpe ratio
Auer, Benjamin R. - In: Financial markets and portfolio management 27 (2013) 3, pp. 299-306
Persistent link: https://www.econbiz.de/10010179929