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Small sample analysis of performance measures in the asymmetric response model

By C.S. Pedersen, S.E. Satchell and London Univ. (United Kingdom). Inst. for Financial Research

Abstract

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.164(55) / BLDSC - British Library Document Supply CentreGBUnited Kingdo

Topics: 05Z - Banking, finance, taxation, 05D - Economics, economic theory, SHARPE RATIO, TREYNOR INDEX, JENSEN'S ALPHA
Year: 1999
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Provided by: OpenGrey Repository
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