Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance

✍ Scribed by Valeri Zakamouline; Steen Koekebakker

• Book ID: 116615334
• Publisher: Elsevier Science
• Year: 2009
• Tongue: English
• Weight: 316 KB
• Volume: 33
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/j.jbankfin.2009.01.005