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Performance Hypothesis Testing with the Sharpe and Treynor Measures: A Comment
Author(s) -
CADSBY CHARLES BRAM
Publication year - 1986
Publication title -
the journal of finance
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 18.151
H-Index - 299
eISSN - 1540-6261
pISSN - 0022-1082
DOI - 10.1111/j.1540-6261.1986.tb02541.x
Subject(s) - treynor ratio , citation , computer science , library science , sharpe ratio , economics , portfolio , financial economics