Beyond Sharpe Ratio: Optimal Asset Allocation Using Different Performance Ratios
Simone Farinelli,
Manuel Ferreira,
Damiano Rossello,
Markus Thoeny,
Luisa Tibiletti
Journal of Banking and Finance,
vol. 32, 2008, p. 2057-2063.
Beyond Sharpe Ratio: Optimal Asset Allocation Using Different Performance Ratios
Simone Farinelli,
Manuel Ferreira,
Damiano Rossello,
Markus Thoeny,
Luisa Tibiletti
Journal of Banking and Finance,
vol. 32, 2008, p. 2057-2063.