Beyond Sharpe ratio: Optimal asset allocation using different performance ratios
Simone Farinelli, Manuel Ferreira, Damiano Rossello, Markus Thoeny, Luisa TibilettiVolume:
32
Year:
2008
Language:
english
DOI:
10.1016/j.jbankfin.2007.12.026
File:
PDF, 186 KB
english, 2008