A case for tail-risk-based sharpe ratios
James X. Xiong and Thomas M. Idzorek
| Year of publication: |
2018
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|---|---|
| Authors: | Xiong, James X. ; Idzorek, Thomas M. |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 44.2017, 3, p. 114-125
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| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011877681