The Sharpe Ratio's Market Climate Bias - Theoretical and Empirical Evidence from US Equity Mutual Funds
Year of publication: |
2006-02-24
|
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Authors: | Scholz, Hendrik ; Wilkens, Marco |
Institutions: | Lehrstuhl für ABWL, Finanzierung und Bankbetriebslehre <Eichstätt-Ingolstadt> |
Subject: | Fonds | Portfolio Selection | Markt |
Extent: | 258048 bytes 29 p. application/msword |
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Series: | Working Paper ; Version 2006-02-24 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | G11 - Portfolio Choice ; Employment of capital, capital investment planning and estimate of investment profitability ; Individual Working Papers, Preprints ; USA |
Source: | USB Cologne (business full texts) |
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