Work

Beyond Sharpe ratio: Optimal asset allocation using different performance ratios

Year: 2008

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2007.12.026

Authors: Simone Farinelli, Manuel Ferreira, Damiano Rossello, Markus Thoeny, Luisa Tibiletti

Institutions: Union Bank of Switzerland, University of Catania, University of Turin

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2015567894

FWCI: 16.92

Cites: 32

Cited by: 157

Related to: 10