The Symmetric Downside-Risk Sharpe Ratio

The Symmetric Downside-Risk Sharpe Ratio

Ziemba, William T
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Volume:
32
Language:
english
Journal:
The Journal of Portfolio Management
DOI:
10.3905/jpm.2005.599515
Date:
January, 2005
File:
PDF, 322 KB
english, 2005
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