When all risk-adjusted performance measures are the same: in praise of the Sharpe ratio - a comment
| Year of publication: |
2014
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|---|---|
| Authors: | Schuhmacher, Frank ; Breuer, Wolfgang |
| Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 14.2014, 5, p. 775-776
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| Publisher: |
Taylor & Francis Journals |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010825951