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Sharpe/Treynor performance attribution model: A practitioner's approach to using the Sharpe and Treynor reward to risk ratios - University of Louisville - College of Business : University of Louisville – College of Business Skip to main content

Sharpe/Treynor performance attribution model: A practitioner’s approach to using the Sharpe and Treynor reward to risk ratios

The Journal of Pension Planning & Compliance. May 21, 2002

Vol 28, No 2, pp 1-22.

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