The low return distortion of the Sharpe ratio
- 期刊名称Financial Markets and Portfolio Management
- 作者Auer, Benjamin R.
- 卷第27卷
- 期第3期
- 印刷ISSN1934-4554
- 电子ISSN2373-8529
- 文件大小180.41KB
- 发表时间2013-09
- DOI10.1007/s11408-013-0213-x
- 页码299-306
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