The influence of higher moments and non-normality on the sharpe ratio : a South African perspective
Chris van Heerden
| Year of publication: |
2015
|
|---|---|
| Authors: | Van Heerden, Chris |
| Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 31.2015, 1, p. 197-220
|
| Subject: | Emerging Market | Higher Moments | Normality | Sharpe Ratio | Portfolio-Management | Portfolio selection | Südafrika | South Africa | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory |
| 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/10010502644