Implications of the Sharpe ratio as a performance measure in multi-period settings
| 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 7174093. - Vol. 32.2008, 5, p. 1622-1650
|