Frank Schuhmacher

University of Leipzig

04109

Germany

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Scholarly Papers (1)

1.

When Does the Choice of Performance Measure Not Matter?

Number of pages: 13 Posted: 28 Nov 2009 Last Revised: 10 Jun 2013
Frank Schuhmacher and Martin Eling
University of Leipzig and University of St. Gallen - Institute of Insurance Economics
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Abstract:

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Asset management; Performance measurement, Performance, Sharpe ratio, Location and scale condition