Work

How to Game Your Sharpe Ratio

Year: 2001

Type: article

Source: The Journal of Alternative Investments

DOI: 10.3905/jai.2001.319019

Author: Richard B. Spurgin

Institution: Clark University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2086846749

FWCI: 7.955

Cites: 3

Cited by: 90

Related to: 10