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"Proper use of the modified Sharpe ratios in performance measurement: ..."

Charles-Olivier Amédée-Manesme, Fabrice Barthélémy (2022)

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DOI: 10.1007/S10479-020-03858-4

access: closed

type: Journal Article

metadata version: 2022-06-28

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Charles-Olivier Amédée-Manesme, Fabrice Barthélémy:
Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion. Ann. Oper. Res. 313(2): 691-712 (2022)

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