Generalized performance measures: Optimal overweighing of fees relative to sample returns

Moshe Levy, Richard Roll

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

Original language	English
Pages (from-to)	66-75
Number of pages	10
Journal	Journal of Portfolio Management
Volume	44
Issue number	3
DOIs	https://doi.org/10.3905/jpm.2018.44.3.066
State	Published - 1 Dec 2018

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