Multihorizon sharpe ratios

Journal of Portfolio Management

Volumn 31, Issue 2, 2005, Pages 105-111

  Kim, Sangbae ^a   In, Francis ^b  

^a National Pension Research Center   (South Korea)

^b MONASH UNIVERSITY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 14544274071     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2005.470583     Document Type: Article

References (19)

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