Multihorizon sharpe ratios

Sangbae Kim, Francis Haeuck In

    Research output: Contribution to journalArticleResearchpeer-review

    19 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)105 - 111
    Number of pages7
    JournalJournal of Portfolio Management
    Volume31
    Issue number2
    Publication statusPublished - 2005

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