Time aggregation of the Sharpe ratio
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DOI: 10.1057/s41260-016-0003-x
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More about this item
Keywords
Sharpe ratio; performance evaluation;JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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