Performance Evaluation of Market Timers
收藏NBER1988-07-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w2640
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资源简介：
Previous investigators have shown that the Sharpe measure of the performance of a managed portfolio may be flawed when the portfolio manager has market timing ability. We develop the exact conditions under which the Sharpe measure will completely and correctly order market timers according to
提供机构：
美国国家经济研究局
创建时间：
1988-07-01
