Portfolio performance measurement based on the multihorizon Sharpe ratio : wavelet analysis approach

Anna Zamojska

Abstract

n/a
Author Anna Zamojska KE
Anna Zamojska,,
- Department of Econometrics
Journal seriesMetody Ilościowe w Badaniach Ekonomicznych, ISSN 2082-792X, e-ISSN 2543-8565
Issue year2014
Vol15
No1
Pages209-217
Publication size in sheets0.5
Keywords in Englishwavelet analysis, multihorizon Sharpe ratio, investment horizon
URL http://qme.sggw.pl/wp-content/uploads/MIBE_T15_z1.pdf
Languageen angielski
LicenseJournal (articles only); published final; Other open licence; with publication
Score (nominal)9
ScoreMinisterial score = 8.0, 20-12-2017, ArticleFromJournal
Ministerial score (2013-2016) = 9.0, 20-12-2017, ArticleFromJournal
Citation count*0
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