When all risk-adjusted performance measures are the same: in praise of the Sharpe ratio ‒ a comment (Q5245349)
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scientific article; zbMATH DE number 6423396
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | When all risk-adjusted performance measures are the same: in praise of the Sharpe ratio ‒ a comment |
scientific article; zbMATH DE number 6423396 |
Statements
When all risk-adjusted performance measures are the same: in praise of the Sharpe ratio ‒ a comment (English)
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8 April 2015
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performance evaluation
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quantitative finance
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portfolio management
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portfolio theory
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