Implications of the Sharpe ratio as a performance measure in multi-period settings (Q844669)
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scientific article; zbMATH DE number 5660257
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Implications of the Sharpe ratio as a performance measure in multi-period settings |
scientific article; zbMATH DE number 5660257 |
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Implications of the Sharpe ratio as a performance measure in multi-period settings (English)
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19 January 2010
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Sharpe ratio
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performance measures
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money managers
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0.7582794427871704
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0.7542742490768433
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0.7536638975143433
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0.7489625215530396
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