![](/img/cover-not-exists.png)
Establishing the risk denominator in a Sharpe ratio framework for share selection from a momentum investment strategy approach
van Heerden, ChrisVolume:
23
Journal:
South African Journal of Economic and management Sciences
DOI:
10.4102/sajems.v23i1.3467
Date:
August, 2020
File:
PDF, 1.38 MB
2020