When all risk-adjusted performance measures are the same: in praise of the Sharpe ratio ‒ a comment
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Publication:5245349
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
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