A note on empirical Sharpe ratio dynamics (Q1925695)
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scientific article; zbMATH DE number 6116690
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| default for all languages | No label defined |
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| English | A note on empirical Sharpe ratio dynamics |
scientific article; zbMATH DE number 6116690 |
Statements
A note on empirical Sharpe ratio dynamics (English)
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18 December 2012
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Sharpe ratio
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estimator
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performance measurement
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manipulation
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0.7689492106437683
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0.7536638975143433
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0.7417333126068115
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0.7381515502929688
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0.7340958714485168
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