The Best Gain-Loss Ratio is a Poor Performance Measure

SIAM Journal on Financial Mathematics 2013 / 01 Vol. 4; Iss. 1

The Best Gain-Loss Ratio is a Poor Performance Measure

Biagini, Sara, Pinar, Mustafa Ç.
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Volume:
4
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/120866774
Date:
January, 2013
File:
PDF, 257 KB
english, 2013
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