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~isPartOf:"Research paper series / Swiss Finance Institute"
~isPartOf:"The journal of asset management"
~person:"Bednarek, Ziemowit"
~subject:"Kapitaleinkommen"
~subject:"Risikomanagement"
~type:"article"
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The journal of asset management
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Time aggregation of the Sharpe ratio
Bednarek, Ziemowit
;
Patel, Pratish
;
Ramezani, Cyrus A.
- In:
The journal of asset management
17
(
2016
)
7
,
pp. 540-555
Persistent link: https://www.econbiz.de/10011648221
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A strong case to calculate the Treynor ratio using log-returns
Bednarek, Ziemowit
;
Firsov, Oleksandr
;
Patel, Pratish
- In:
The journal of asset management
18
(
2017
)
4
,
pp. 317-325
Persistent link: https://www.econbiz.de/10011741591
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