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
    0 references
    0 references
    18 December 2012
    0 references
    Sharpe ratio
    0 references
    estimator
    0 references
    performance measurement
    0 references
    manipulation
    0 references
    0 references

    Identifiers