Sharpe Ratios and Alphas in Continuous Time
| Year of publication: |
2004
|
|---|---|
| Authors: | Nielsen, Lars Tyge ; Vassalou, Maria |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 39.2004, 1, p. 103-114
|