Sharpe ratios and alphas in continuous time
Year of publication: |
2004
|
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Authors: | Nielsen, Lars Tyge ; Vassalou, Maria |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 39.2004, 1, p. 103-114
|
Subject: | Sharpe-ratio | Portfolio-Management | Portfolio selection | Finanzanalyse | Financial analysis | Investmentfonds | Investment Fund | CAPM | Theorie | Theory |
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