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A Re‐Examination of Sharpe's Ratio for Log‐Normal Prices - MaRDI portal

A Re‐Examination of Sharpe's Ratio for Log‐Normal Prices (Q5460662)

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scientific article; zbMATH DE number 2187494
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English
A Re‐Examination of Sharpe's Ratio for Log‐Normal Prices
scientific article; zbMATH DE number 2187494

    Statements

    title
    A Re‐Examination of Sharpe's Ratio for Log‐Normal Prices (English)
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    publication date
    18 July 2005
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    zbMATH Keywords
    Sharpe's ratio
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    lognormal prices
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    unbiased estimation
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    Identifiers

    zbMATH DE Number
    2187494
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    OpenAlex ID
    W2045522554
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