Modified Sharpe Ratio

Research output: Chapter/Conference proceedingChapterAcademic

Original languageEnglish
Title of host publicationEncyclopedia of Alternative Investments
EditorsG.N. Gregoriou
Place of PublicationBoca Raton, FL
Pages303-304
Number of pages2
Publication statusPublished - 2009

Research programs

  • RSM F&A

Cite this