## 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 riskβadjusted performance measures provide identical ranking among investment
β¦ LIBER β¦
A Note on Some Relationships between the Aptitude Requirements and Reward Attributes of Tasks
β 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
- DOI
- 10.2307/256080
No coin nor oath required. For personal study only.
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