Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance

Journal of Banking and Finance

Volumn 33, Issue 7, 2009, Pages 1242-1254

  Zakamouline, Valeri ^a   Koekebakker, Steen ^a  

^a UNIVERSITY OF AGDER   (Norway)

Author keywords

Kurtosis; Portfolio performance evaluation; Sharpe ratio; Skewness

Indexed keywords

EID: 64049106125     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2009.01.005     Document Type: Article

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