Sortino(γ): A Modified Sortino Ratio With Adjusted Threshold.
Autor: | Kroll, Yoram1,2, Marchioni, Andrea3, Ben-Horin, Moshe1 |
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Zdroj: | Journal of Accounting & Finance (2158-3625). 2023, Vol. 23 Issue 6, p13-22. 10p. |
Databáze: | Business Source Ultimate |
Externí odkaz: |