Refinements to the Sharpe ratio: Comparing alternatives for...

Refinements to the Sharpe ratio: Comparing alternatives for bear markets

Scholz, Hendrik
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Volume:
7
Language:
english
Journal:
Journal of Asset Management
DOI:
10.1057/palgrave.jam.2250040
Date:
January, 2007
File:
PDF, 146 KB
english, 2007
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