When all risk-adjusted performance measures are the same: in praise of the Sharpe ratio ? a comment

Abingdon / Routledge (2014) [Journal Article]

Quantitative Finance
Volume: 14
Issue: 5
Page(s): 775-776

Authors

Selected Authors

Schuhmacher, Frank
Breuer, Wolfgang

Identifier

  • ISSN: 1469-7688
  • ISSN: 1469-7696