Comparing dynamic and static performance indexes in the stock market: evidence from Japan

DOI10.1007/S10690-021-09343-7zbMath1497.91292OpenAlexW3172967734MaRDI QIDQ2172545

Jiro Hodoshima, Toshiyuki Yamawake

Publication date: 16 September 2022

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10690-021-09343-7

zbMATH Keywords

Sharpe ratiostock dataAumann-Serrano performance indexmulti-period gambleone-period gamble

Mathematics Subject Classification ID

Financial markets (91G15)

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