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: |
2002
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Authors: | Lo, Andrew W. |
Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 58.2002, 4, p. 36-52
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