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Q3195631 - MaRDI portal

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scientific article
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scientific article

    Statements

    author
    Benjamin R. Auer
    0 references
    publication date
    20 October 2015
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    zbMATH Keywords
    performance measurement
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    Sharpe ratio
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    skewness
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    kurtosis
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    location and scale condition
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    generalized location and scale condition
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    Identifiers

    zbMATH DE Number
    6496527
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