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

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

3 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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title = "Generalized performance measures: Optimal overweighing of fees relative to sample returns",

author = "Moshe Levy and Richard Roll",

year = "2018",

month = dec,

day = "1",

doi = "10.3905/jpm.2018.44.3.066",

language = "אנגלית",

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journal = "Journal of Portfolio Management",

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T2 - Optimal overweighing of fees relative to sample returns

AU - Levy, Moshe

AU - Roll, Richard

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