Chapter: Monotone Sharpe Ratios and Related Measures of Investment Performance

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Home > 2017 MATRIX Annals > Monotone Sharpe Ratios and Related Measures of Investment Performance

2017 MATRIX Annals |

Jan de Gier; Cheryl E. Praeger; Terence Tao

Springer International Publishing

Monotone Sharpe Ratios and Related Measures of Investment Performance

Chapter Info

Authors

Mikhail Zhitlukhin

ARI Id

1665173733027_5158282

Access

Not Available Free

Pages

637-665

DOI

10.1007/978-3-030-04161-8_52

Chapter URL

https://rd.springer.com/chapter/10.1007/978-3-030-04161-8_52

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