Implications of the Sharpe ratio as a performance measure in multi-period settings
type: Item
instance of: scholarly article
title: Implications of the Sharpe ratio as a performance measure in multi-period settings
zbMATH Open document ID: 1181.91330
author: Jakša Cvitanić
author: Ali Lazrak
author: Tan Wang
publication date: 2010-01-19T00:00:00Z
Mathematics Subject Classification ID: 91G50
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5660257
zbMATH Keywords: Sharpe ratio
zbMATH Keywords: performance measures
zbMATH Keywords: money managers
MaRDI profile type: Publication
full work available at URL: j.jedc.2007.06.009
OpenAlex ID: W3121757001
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DOI: 10.1016/J.JEDC.2007.06.009
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 5660257