Implications of the Sharpe ratio as a performance measure in multi-period settings
Jakša Cvitanić; Ali Lazrak; Tan Wang
| Year of publication: |
2008
|
|---|---|
| Authors: | Cvitanić, Jakša ; Lazrak, Ali ; Wang, Tan |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 32.2008, 5, p. 1622-1649
|
| Subject: | Portfolio-Management | Portfolio selection |
| 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/10003732541