𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A NOTE ON THE RELATIONSHIP BETWEEN SYSTEMATIC RISK AND GROWTH IN EARNINGS

✍ Scribed by Shahid Hamid; Arun J. Prakash; Gary A. Anderson


Book ID
111105604
Publisher
John Wiley and Sons
Year
1994
Tongue
English
Weight
212 KB
Volume
21
Category
Article
ISSN
0306-686X

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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