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%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
}