The Aumann-Serrano performance index of Dow 30 components and Dow Jones industrial average before and after the global financial crisis (Q6547422)
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scientific article; zbMATH DE number 7856813
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| English | The Aumann-Serrano performance index of Dow 30 components and Dow Jones industrial average before and after the global financial crisis |
scientific article; zbMATH DE number 7856813 |
Statements
The Aumann-Serrano performance index of Dow 30 components and Dow Jones industrial average before and after the global financial crisis (English)
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30 May 2024
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performance measure
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Aumann-Serrano performance index
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Sharpe ratio
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global financial crisis
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0.7411136031150818
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0.719336986541748
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0.7070381045341492
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0.7025861144065857
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0.6919143199920654
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