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Beyond the Sharpe ratio: An application of the Aumann–Serrano index to performance measurement

✍ Scribed by Ulrich Homm; Christian Pigorsch

Book ID: 116616069
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 314 KB
Volume: 36
Category: Article
ISSN: 0378-4266
DOI: 10.1016/j.jbankfin.2012.04.005

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