The Sharpe ratio's market climate bias: Theoretical and...

Journal of Asset Management 2012 / 8 Vol. 13; Iss. 4

The Sharpe ratio's market climate bias: Theoretical and empirical evidence from US equity mutual funds

Krimm, Sebastian, Scholz, Hendrik, Wilkens, Marco
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Volume:
13
Language:
english
Journal:
Journal of Asset Management
DOI:
10.1057/jam.2012.11
Date:
August, 2012
File:
PDF, 321 KB
english, 2012
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