Work

The Symmetric Downside-Risk Sharpe Ratio

Year: 2005

Type: article

Source: The Journal of Portfolio Management

DOI: 10.3905/jpm.2005.599515

Author: William T. Ziemba

Institutions: University of British Columbia, Massachusetts Institute of Technology

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2596656925

FWCI: 11.39

Cites: 34

Cited by: 117

Related to: 10