A strong case to calculate the Treynor ratio using log-returns
Bednarek, Ziemowit, Firsov, Oleksandr, Patel, PratishVolume:
18
Language:
english
Journal:
Journal of Asset Management
DOI:
10.1057/s41260-017-0040-0
Date:
July, 2017
File:
PDF, 327 KB
english, 2017