Designing Modern Equity Portfolios
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- Hendrik Scholz, 2007. "Refinements to the Sharpe ratio: Comparing alternatives for bear markets," Journal of Asset Management, Palgrave Macmillan, vol. 7(5), pages 347-357, January.
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More about this item
Keywords
Modern portfolio theory; capital asset pricing model; choosing stocks; technical analysis;All these keywords.
JEL classification:
- M0 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - General
- M1 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Administration
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