The Shrinkage Adjusted Sharpe Ratio: An Improved Method for Mutual Fund Selection
M Levy, R Roll - The Journal of Investing, 2023 - pm-research.com
In the summer of 1991, the first issue of The Journal of Fixed Income was published. More
than 900 articles have been published in the journal since then, educating market …
than 900 articles have been published in the journal since then, educating market …
Contributions of The Journal of Fixed Income to Fixed-Income Analytics.
FJ Fabozzi - Journal of Fixed Income, 2022 - search.ebscohost.com
In the summer of 1991, the first issue of The Journal of Fixed Income was published. More
than 900 articles have been published in the journal since then, educating market …
than 900 articles have been published in the journal since then, educating market …
The Basic Macaulay Duration Theories and Limitations that are Necessary for Investors to Know
Z Zhang - 2022 7th International Conference on Financial …, 2022 - atlantis-press.com
The concept of duration was proposed by Frederick Macaulay in 1938 and has become a
popular tool for measuring financial instruments nowadays. This paper not only provides …
popular tool for measuring financial instruments nowadays. This paper not only provides …