A refinement to the Sharpe ratio and information ratio

Author: Israelsen, Craig

Source: Journal of Asset Management, Volume 5, Number 6, 1 April 2005 , pp. 423-427(5)

Publisher: Palgrave Macmillan

Abstract:

Document Type: Research article

DOI: http://dx.doi.org/10.1057/palgrave.jam.2240158

Publication date: 2005-04-01

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• In this Subject: Business ,  Economics ,  Finance ,  Technology ,  Social Science (General)
• By this author: Israelsen, Craig

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