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Comparing the small-sample estimation error of conceptually different risk measures
Auer, Benjamin R.; Schuhmacher, Frank - In: International journal of theoretical and applied finance 24 (2021) 5, pp. 1-21
Persistent link: https://www.econbiz.de/10012662011
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On the role of skewness, kurtosis, and the location and scale condition in a sharpe ratio performance evaluation setting
Auer, Benjamin R. - In: International journal of theoretical and applied finance 18 (2015) 6, pp. 1-13
Persistent link: https://www.econbiz.de/10011403903