Sharpening Sharpe ratios
By: William Goetzmann ... [et al.].
Contributors: Goetzmann, William N.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 9116; Working paper series (National Bureau of Economic Research) -- working paper no. 9116.
Publisher: National Bureau of Economic Research
Published: 2002
Place of publication: Cambridge, MA
Language: eng
Number of pages: 42
Subjects: Rate of return.; Portfolio management.; Investment analysis.
Notes: "August 2002."

JEL no. G0, G1, G2.

Includes bibliographical references (p. 41-42).

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Electronic version available via the Internet at the NBER World Wide Web site.