Multihorizon sharpe ratios

Sangbae Kim, Francis Haeuck In

    Research output: Contribution to journalArticleResearchpeer-review

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

    Cite this

    Kim, S., & In, F. H. (2005). Multihorizon sharpe ratios. Journal of Portfolio Management, 31(2), 105 - 111.