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When all risk-adjusted performance measures are the same: in praise of the Sharpe ratio - a comment

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  • Frank Schuhmacher
  • Wolfgang Breuer

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  • Frank Schuhmacher & Wolfgang Breuer, 2014. "When all risk-adjusted performance measures are the same: in praise of the Sharpe ratio - a comment," Quantitative Finance, Taylor & Francis Journals, vol. 14(5), pages 775-776, May.
    • Handle: RePEc:taf:quantf:v:14:y:2014:i:5:p:775-776
    DOI: 10.1080/14697688.2013.872284
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    Cited by:

    1. Matthew W. Sherwood & Julia L. Pollard, 2018. "The risk-adjusted return potential of integrating ESG strategies into emerging market equities," Journal of Sustainable Finance & Investment, Taylor & Francis Journals, vol. 8(1), pages 26-44, January.
    2. Righi, Marcelo Brutti, 2024. "Star-shaped acceptability indexes," Insurance: Mathematics and Economics, Elsevier, vol. 117(C), pages 170-181.
    3. Benedikt Hoechner & Peter Reichling & Gordon Schulze, 2015. "Pitfalls of downside performance measures with arbitrary targets," FEMM Working Papers 150018, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.

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