Deviation from normality and Sharpe ratio behavior : a brief simulation study
Hayette Gatfaoui
| Year of publication: |
2010
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|---|---|
| Authors: | Gatfaoui, Hayette |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221X. - Vol. 7.2010, 4, p. 106-118
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009910701