A Re‐Examination of Sharpe's Ratio for Log‐Normal Prices
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Publication:5460662
DOI10.1080/1350486042000271647zbMath1121.91338OpenAlexW2045522554MaRDI QIDQ5460662
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Publication date: 18 July 2005
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/1350486042000271647
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