Risk-adjusted performance
Modigliani (1997)
- Authors
- F. Modigliani, L. Modigliani
- Year
- 1997
- Published in
- Journal of Portfolio Management
- Modigliani, F. and Modigliani, L. (1997) ‘Risk-adjusted performance’, Journal of Portfolio Management, 23(2), pp. 45–54.doi:10.3905/jpm.23.2.45DOI checked against doi.org