PERFORMANCE MEASUREMENT AND EVALUATION - The Statistics of Sharpe Ratios - Accuracy of Sharpe ratios can be improved by incorporating information about the market environment and the investment style in which the returns were obtained.
|Year of Publication:||
|Contributors:||Lo, Andrew W.|
|Type of Publication:||Article|
|Title record from database:|| OLC-SSG Economic Sciences|
|Availability:||More access options|
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