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- W2767540932 abstract "Abstract In this note, we point out that the recent finding of Guo and Xiao (2016) that several performance measures are monotonic functions of the Sharpe ratio under the family of location-scale distributions is not fully original but has already been covered by the earlier theoretical studies of Schuhmacher and Eling (2011, 2012) and Schuhmacher and Auer (2014)." @default.
- W2767540932 created "2017-11-17" @default.
- W2767540932 creator A5052434256 @default.
- W2767540932 date "2018-03-01" @default.
- W2767540932 modified "2023-09-27" @default.
- W2767540932 title "A note on Guo and Xiao's (2016) results on monotonic functions of the Sharpe ratio" @default.
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- W2767540932 doi "https://doi.org/10.1016/j.frl.2017.09.023" @default.
- W2767540932 hasPublicationYear "2018" @default.
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