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Amédée-Manesme C-O., Barthélémy F., (2020), "Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion",Annals of Operations Research

​​​​​​​Auteurs : Amédée-Manesme C-O., Barthélémy F (CEMOTEV).
Article: Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion
Revue: Annals of Operations Research
pages: 1-22
DOI: 10.1007/s10479-020-03858-4