A re-examination of Sharpe's ratio for log-normal prices
John Knight & Stephen Satchell
| Year of publication: |
2005
|
|---|---|
| Authors: | Knight, John L. ; Satchell, Stephen |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 12.2005, 1, p. 87-100
|
| Subject: | Preis | Price | Statistische Verteilung | Statistical distribution | USA | United States | CAPM |
| 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/10002727068