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A Critical Evaluation of the Portfolio Performance Indices Under Rank Transformation

Published Online: 2022-04-19

Published Print: 2021

Authors

Hung, Ken

Yang, Chin-Wei

Brigida, Matthew

Means, Dwight B.
License Information

Text and Data Mining valid from 2021-01-01

Version of Record valid from 2021-01-01
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Chapter History

Received: 21 June 2021, 00:00:00

Accepted: 23 June 2021, 00:00:00

First Online: 19 April 2022

Document is current