When all risk-adjusted performance measures are the same: In praise of the sharpe ratio

Li Chen, Simai He, Shuzhong Zhang

Research output: Contribution to journalArticlepeer-review

8 Scopus citations
Original languageEnglish (US)
Pages (from-to)1439-1447
Number of pages9
JournalQuantitative Finance
Volume11
Issue number10
DOIs
StatePublished - Oct 2011

Bibliographical note

Funding Information:
Research supported by Hong Kong RGC earmarked grants CUHK418406 and CUHK419208.

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