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Amédée- Manesme C-O & Barthélémy F. (CEMOTEV), "Proper Use of the Modified Sharpe Ratios in Performance Measurement: Rearranging the Cornish Fisher Expansion", Working Paper CEMOTEV n°02-2020, January 2020

Authors : Charles-Olivier Amédée-Manesme & Fabrice Barthélémy (CEMOTEV)
Working Paper : "Proper Use of the Modified Sharpe Ratios in Performance Measurement: Rearranging the Cornish Fisher Expansion"
Pages : 27
Date : January 2020