Author:
Tavakoli Baghdadabad Mohammad Reza
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance
Reference45 articles.
1. Alexander, G.J. and Baptista, A.M. (2006) Portfolio selection with a drawdown constraint. Journal of Banking & Finance 30 (11): 3171–3189.
2. Ammann, M. and Moerth, P. (2008) Performance of funds of hedge funds. Journal of Wealth Management 11 (1): 46–63.
3. Bawa, V.S. (1975) Optimal rules for ordering uncertain prospects. Journal of Financial, Economics 2 (1): 95–121.
4. Burke, G. (1994) A sharper Sharpe ratio. Futures 23 (3): 56.
5. Caprin, M. and Lisi, F. (2009) Comparing and selecting performance measures for ranking assets, http://ssrn.com/abstract=1393163 , accessed 22 April 2009.
Cited by
5 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献