Measuring portfolio performance : Sharpe, alpha, or the geometric mean?
Moshe Levy
| Year of publication: |
2017
|
|---|---|
| Authors: | Levy, Moshe |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 15.2017, 3, p. 6-22
|
| Subject: | Portfolio performance | Sharpe ratio | alpha | geometric mean | investment horizon | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Investmentfonds | Investment Fund | CAPM | Performance-Messung | Performance measurement |
| 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/10011914779