Establishing the risk denominator in a Sharpe ratio...

Establishing the risk denominator in a Sharpe ratio framework for share selection from a momentum investment strategy approach

van Heerden, Chris
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Volume:
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
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