Work

Portfolio Performance Evaluation with Generalized Sharpe Ratios: Beyond the Mean and Variance

Year: 2008

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2009.01.005

Authors: Valeri Zakamouline, Steen Koekebakker

Institution: University of Agder

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

Funders: Norges Teknisk-Naturvitenskapelige Universitet, European Society for Clinical Nutrition and Metabolism

OpenAlex ID: W3123288201

FWCI: 17.97

Cites: 55

Cited by: 215

Related to: 10