The Generalized Treynor Ratio (Q3374859)
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scientific article; zbMATH DE number 5009099
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The Generalized Treynor Ratio |
scientific article; zbMATH DE number 5009099 |
Statements
The Generalized Treynor Ratio (English)
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23 February 2006
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multiple indexes
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numerical simulations
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0.7485302686691284
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0.730349063873291
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0.7300355434417725
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0.7244970202445984
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0.7242076396942139
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