When all risk-adjusted performance measures are the same: in praise of the Sharpe ratio - a comment

By Schuhmacher Frank   Breuer Wolfgang  

Quantitative Finance, Vol. 14, Iss. 5, 2014-05 ,pp. : 775-776

Routledge Ltd

Access to resources Recommend Favorite

Measuring risk-adjusted returns in alternative investments

By Till Hilary  

Quantitative Finance, Vol. 2, Iss. 4, 2002-08 ,pp. : 237-238

Routledge Ltd

Access to resources Recommend Favorite

Do Small Banks have an Advantage in Lending? An Examination of Risk-Adjusted Yields on Business Loans at Large and Small Banks

By Carter David A.   McNulty James E.   Verbrugge James A.  

Journal of Financial Services Research, Vol. 25, Iss. 2-3, 2004-04 ,pp. : 233-252

Springer Publishing Company

Access to resources Recommend Favorite

Do fundamental indexes produce higher risk-adjusted returns than market cap indexes? Evidence for European stock markets

By Stotz Olaf  

Finanzmarkt und Portfolio Management, Vol. 24, Iss. 3, 2010-09 ,pp. : 219-243

Springer Publishing Company

Access to resources Recommend Favorite

A risk-adjusted pricing model for bank loans: Challenging issues from Basel II

By Curcio Domenico   Gianfrancesco Igor  

Journal of Risk Management in Financial Institutions, Vol. 4, Iss. 2, 2011-03 ,pp. : 117-145

Henry Stewart Publications

Access to resources Recommend Favorite