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When all risk-adjusted performance measures are the same: in praise of the Sharpe ratio ‒ a comment - MaRDI portal

When all risk-adjusted performance measures are the same: in praise of the Sharpe ratio ‒ a comment

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Publication:5245349

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DOI10.1080/14697688.2013.872284zbMath1308.91148OpenAlexW2022390110MaRDI QIDQ5245349

Wolfgang Breuer, Frank Schuhmacher

Publication date: 8 April 2015

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2013.872284

zbMATH Keywords

performance evaluation portfolio management portfolio theory quantitative finance

Mathematics Subject Classification ID

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Cites Work

When all risk-adjusted performance measures are the same: in praise of the Sharpe ratio

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