Alpha decay and Sharpe ratio : two measures of investor performance

Ming Guo, Hui Ou-Yang

Year of publication:	2021
Authors:	Guo, Ming ; Ou-Yang, Hui
Published in:	Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 104.2021, p. 1-16
Subject:	Alpha decay \| Investor performance \| The Sharpe ratio \| Trading activities \| Transaction costs \| Portfolio-Management \| Portfolio selection \| Kapitaleinkommen \| Capital income \| Anlageverhalten \| Behavioural finance \| Transaktionskosten \| Finanzanalyse \| Financial analysis \| Investmentfonds \| Investment Fund

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