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Sharpe performance measure and Treynor performance measure approach to portfolio analysis. (English) Zbl 1454.91216

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2801-2838 (2021).
MSC:  91G10 62P05
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Effects of measurement errors on systematic risk and performance measure of a portfolio. (English) Zbl 1454.91226

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 2251-2263 (2021).
MSC:  91G10 91G70
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