Informationless Trading and Biases in Performance Measurement: Inefficiency of the Sharpe Ratio, Treynor Ratio, Jensen’s Alpha, the Information Ratio and DEA-Based Performance Measures and Related Measures
Crossref DOI link: https://doi.org/10.1057/978-1-137-44701-2_6
Published Online: 2019-03-10
Published Print: 2018
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Nwogugu, Michael I. C.
Text and Data Mining valid from 2018-01-01
Chapter History
First Online: 10 March 2019