The Sharpe Ratio's Market Climate Bias: Theoretical and Empirical Evidence from US Equity Mutual Funds
Year: 2011
Type: article
Source: Journal of Asset Management
DOI: 10.1057/jam.2012.11
Authors: Sebastian Krimm, Hendrik Scholz, Marco Wilkens
Institution: Friedrich-Alexander-Universität Erlangen-Nürnberg
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W3124094286