Sharpe thinking in asset ranking with one-sided measures (Q2464236)
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scientific article; zbMATH DE number 5219137
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Sharpe thinking in asset ranking with one-sided measures |
scientific article; zbMATH DE number 5219137 |
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Sharpe thinking in asset ranking with one-sided measures (English)
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10 December 2007
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risk management
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Sharpe index
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one-sided risk measures
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0.7837405800819397
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0.7716233730316162
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0.7670786380767822
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0.7618815898895264
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