Sharpe Ratios and Alphas in Continuous Time

By Lars Tyge Nielsen, Maria Vassalou. Journal of Financial and Quantitative Analysis, 2004

47 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/fdf0a9573be3e563036c67a4af31d1800e688e75