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Conditional Sharpe Ratios
Victor Chow,
Christine W. Lai
*
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Corresponding author for this work
Department of Business Administration
Research output
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Contribution to journal
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Article
›
peer-review
12
Citations (Scopus)
Overview
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Business & Economics
Sharpe Ratio
100%
Corporate Social Responsibility
67%
Multiple Comparisons
40%
Investment Choice
36%
Predictability
35%
Portfolio Performance
35%
Investors
33%
Stochastic Dominance
33%
Return Distribution
33%
Serials
31%
Excess Returns
30%
Mutual Funds
28%
Performance
22%
Benchmark
21%
Statistics
21%
Scenarios
18%
Assets
16%
United States of America
11%