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Time aggregation of the Sharpe ratio
Bednarek, Ziemowit; Patel, Pratish; Ramezani, Cyrus A. - In: The journal of asset management 17 (2016) 7, pp. 540-555
Persistent link: https://www.econbiz.de/10011648221
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Time aggregation of Sharpe Ratio : a better extrapolation rule
Bednarek, Ziemowit; Patel, Pratish; Ramezani, Cyrus A. - In: Journal of investment management : JOIM 16 (2018) 4, pp. 47-63
Persistent link: https://www.econbiz.de/10011961019