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1 Ergebnisse
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The implied Sharpe ratio:
Agarwal, Ankush
;
Lorig, Matthew
Quantitative Finance. 20 (2020) 6 - p. 1009-1026 , 2020
Link:
https://doi.org/10.1080/14697688.2020.1718194
RT Journal T1 <Title>The implied Sharpe ratio</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_14697688.2020.1718194&Exemplar=1&LAN=DE A1 Agarwal, Ankush A1 Lorig, Matthew PB Informa UK Limited YR 2020 SN 1469-7688 SN 1469-7696 JF Quantitative Finance VO 20 IS 6 SP 1009 OP 1026 LK http://dx.doi.org/https://doi.org/10.1080/14697688.2020.1718194 DO https://doi.org/10.1080/14697688.2020.1718194 SF ELIB - SuUB Bremen
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