%0 Journal Article %1 journals/anor/Amedee-ManesmeB22 %A Amédée-Manesme, Charles-Olivier %A Barthélémy, Fabrice %D 2022 %J Ann. Oper. Res. %K dblp %N 2 %P 691-712 %T Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion. %U http://dblp.uni-trier.de/db/journals/anor/anor313.html#Amedee-ManesmeB22 %V 313

@article{journals/anor/Amedee-ManesmeB22, added-at = {2022-06-28T00:00:00.000+0200}, author = {Amédée-Manesme, Charles-Olivier and Barthélémy, Fabrice}, biburl = {https://www.bibsonomy.org/bibtex/24d8aafa72b3742bdef9995536ba18203/dblp}, ee = {https://doi.org/10.1007/s10479-020-03858-4}, interhash = {789ff9efc0f275379e992a0222dd160c}, intrahash = {4d8aafa72b3742bdef9995536ba18203}, journal = {Ann. Oper. Res.}, keywords = {dblp}, number = 2, pages = {691-712}, timestamp = {2024-04-08T10:56:13.000+0200}, title = {Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion.}, url = {http://dblp.uni-trier.de/db/journals/anor/anor313.html#Amedee-ManesmeB22}, volume = 313, year = 2022 }