Deviation from normality and Sharpe ratio behavior: a brief simulation study

Published December 16, 2010
Author(s)
Hayette Gatfaoui
Article Info
Volume 7 2010, Issue #4
TO CITE

787 Views
436 Downloads

References
0
Tables
0
Figures
0

Download Preview

Close

Investment Management and Financial Innovations

Investment Management and Financial Innovations

COOKIES
The cookie settings on this website are set to 'allow all cookies' to give you the best experience.

If you continue without changing these settings, you consent to this Read more

Accept