A Re‐Examination of Sharpe's Ratio for Log‐Normal Prices (Q5460662)
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scientific article; zbMATH DE number 2187494
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Re‐Examination of Sharpe's Ratio for Log‐Normal Prices |
scientific article; zbMATH DE number 2187494 |
Statements
A Re‐Examination of Sharpe's Ratio for Log‐Normal Prices (English)
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18 July 2005
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Sharpe's ratio
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lognormal prices
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unbiased estimation
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