%0 Journal Article %1 Cvitanic2008 %A Cvitanic, Jaksa %A Lazrak, Ali %A Wang, Tan %D 2008 %J Journal of Economic Dynamics and Control %K Sharpe ratio %N 5 %P 1622--1649 %T Implications of the Sharpe ratio as a performance measure in multi-period settings %U http://www.sciencedirect.com/science/article/B6V85-4P40KGG-1/1/d21a1ffc2e1b12e0472bcbdef299c863 %V 32

@article{Cvitanic2008, added-at = {2008-04-22T15:17:45.000+0200}, author = {Cvitanic, Jaksa and Lazrak, Ali and Wang, Tan}, biburl = {https://www.bibsonomy.org/bibtex/22027e1afbf980cf4096308a2153debc5/smicha}, interhash = {35ad392bbd04cb66239d99fbedc0e1d7}, intrahash = {2027e1afbf980cf4096308a2153debc5}, journal = {Journal of Economic Dynamics and Control}, keywords = {Sharpe ratio}, month = May, number = 5, pages = {1622--1649}, timestamp = {2008-04-22T15:23:06.000+0200}, title = {Implications of the Sharpe ratio as a performance measure in multi-period settings}, url = {http://www.sciencedirect.com/science/article/B6V85-4P40KGG-1/1/d21a1ffc2e1b12e0472bcbdef299c863}, volume = 32, year = 2008 }