Cite
Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion.
MLA
Amédée-Manesme, Charles-Olivier, and Fabrice Barthélémy. “Proper Use of the Modified Sharpe Ratios in Performance Measurement: Rearranging the Cornish Fisher Expansion.” Annals of Operations Research, vol. 313, no. 2, June 2022, pp. 691–712. EBSCOhost, https://doi.org/10.1007/s10479-020-03858-4.
APA
Amédée-Manesme, C.-O., & Barthélémy, F. (2022). Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion. Annals of Operations Research, 313(2), 691–712. https://doi.org/10.1007/s10479-020-03858-4
Chicago
Amédée-Manesme, Charles-Olivier, and Fabrice Barthélémy. 2022. “Proper Use of the Modified Sharpe Ratios in Performance Measurement: Rearranging the Cornish Fisher Expansion.” Annals of Operations Research 313 (2): 691–712. doi:10.1007/s10479-020-03858-4.