Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance
| Year of publication: |
2009
|
|---|---|
| Authors: | Zakamouline, Valeri ; Koekebakker, Steen |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 33.2009, 7, p. 1242-1254
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