The symmetric downside-risk Sharpe ratio and the evaluation of great investors and speculators

Journal of Portfolio Management

Volumn 32, Issue 1, 2005, Pages

  Ziemba, William T ^a,b  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^b MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 28044443876     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Review

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