A mixed Sharpe ratio

W. K. Wong, John Alexander Wright, Sheung Chi Phillip Yam, S. P. Yung. A mixed Sharpe ratio. Risk and Decision Analysis, 3(1-2):37-65, 2012. [doi]

Authors

W. K. Wong

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John Alexander Wright

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Sheung Chi Phillip Yam

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S. P. Yung

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