The Generalized Treynor Ratio

DOI10.1007/S10679-005-2265-XzbMath1126.91039OpenAlexW1985023343MaRDI QIDQ3374859

Georges Hübner

Publication date: 23 February 2006

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10679-005-2265-x

zbMATH Keywords

numerical simulationsmultiple indexes

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

This page was built for publication: The Generalized Treynor Ratio