Pilar Grau-Carles, Jorge Sainz. Different Risk-Adjusted Fund Performance Measures: A Comparison. In Javier Otamendi, Andrzej Bargiela, José Luis Isla Montes, Luis Miguel Doncel Pedrera, editors, European Conference on Modelling and Simulation, ECMS 2009, Madrid, Spain, June 9-12, 2009. pages 439-444, European Council for Modeling and Simulation, 2009. [doi]
Abstract is missing.