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A Note on Some Relationships between the Aptitude Requirements and Reward Attributes of Tasks

✍ Scribed by Benjamin Schneider, Arnon E. Reichers and Thomas M. Mitchell


Book ID
123726782
Publisher
Academy of Management
Year
1982
Tongue
English
Weight
262 KB
Volume
25
Category
Article
ISSN
0001-4273

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## Abstract Assuming portfolio returns are normally distributed, it is shown that both Sortino ratio (SR) and upside potential ratio (UPR) are monotonically increasing functions of the Sharpe ratio. As a result, all three risk‐adjusted performance measures provide identical ranking among investment