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A Statistical Analysis of Mutual Fund Performance Measures: The Relevance of IRs, Betas, and Sharpe Ratios

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https://hal.univ-lorraine.fr/hal-03553215
Contributor : Hery Razafitombo Connect in order to contact the contributor
Submitted on : Wednesday, February 2, 2022 - 4:38:34 PM
Last modification on : Friday, February 11, 2022 - 11:52:57 AM

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Hery Razafitombo. A Statistical Analysis of Mutual Fund Performance Measures: The Relevance of IRs, Betas, and Sharpe Ratios. The Journal of Index Investing, 2010, 1 (2), pp.89-106. ⟨10.3905/jii.2010.1.2.089⟩. ⟨hal-03553215⟩

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