The Influence of Higher Moments and Non-Normality on the Sharpe Ratio: A South African Perspective

Chris van Heerden

No 497, ERSA Working Paper Series from Economic Research Southern Africa

Keywords: econometric modelling; Emerging economies; Healthcare (search for similar items in EconPapers)
JEL-codes: C46 G01 G11 (search for similar items in EconPapers)
Date: 2015-02-01
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Persistent link: https://EconPapers.repec.org/RePEc:rza:ersawp:497

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