A note on empirical Sharpe ratio dynamics (Q1925695)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A note on empirical Sharpe ratio dynamics |
scientific article |
Statements
A note on empirical Sharpe ratio dynamics (English)
0 references
18 December 2012
0 references
Sharpe ratio
0 references
estimator
0 references
performance measurement
0 references
manipulation
0 references