Sortino(γ): A Modified Sortino Ratio With Adjusted Threshold.

Autor: Kroll, Yoram1,2, Marchioni, Andrea3, Ben-Horin, Moshe1
Zdroj: Journal of Accounting & Finance (2158-3625). 2023, Vol. 23 Issue 6, p13-22. 10p.
Databáze: Business Source Ultimate