A strong case to calculate the Treynor ratio using log-returns
Crossref DOI link: https://doi.org/10.1057/s41260-017-0040-0
Published Online: 2017-01-31
Published Print: 2017-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bednarek, Ziemowit
Firsov, Oleksandr
Patel, Pratish
License valid from 2017-01-31