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1-5 of 5 results for SORTINO RATIO

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Restricted accessResearch articleFirst published March, 2008

The Efficacy of the Sortino Ratio and Other Benchmarked Performance Measures Under Skewed Return Distributions

Ashraf Chaudhry, Helen L. Johnson

Australian Journal of Management

Open accessResearch articleFirst published April, 2022

ASEAN-5 and Crypto Hedge Fund: Dynamic Portfolio Approach

Andreas Renard Widarto, Harjum Muharam, Sugeng Wahyudi [...]

Sage Open

Restricted accessResearch articleFirst published August, 2010

Capital Asset Pricing Models and Performance Measures in the Downside Risk Framework

Chokri Mamoghli, Sami Daboussi

Journal of Emerging Market Finance

Restricted accessResearch articleFirst published August, 2008

Risk-Return Analysis of Fast-Food Versus Casual-Dining Restaurants: Who Moved My Cheeseburger?

Melih Madanoglu, Kyuho Lee, Francis A. Kwansa

Journal of Hospitality & Tourism Research

Restricted accessResearch articleFirst published 2026

MTS: A deep reinforcement learning portfolio management framework with time-awareness and short-selling

Fengchen Gu, Zhengyong Jiang, Ángel F. García-Fernández [...]

Intelligent Data Analysis: An International Journal

Search results

Articles (5)

Journals (0)

1-5 of 5 results for SORTINO RATIO

Sort by:

Relevance

Select all

Sort by:

Relevance

Restricted accessResearch articleFirst published March, 2008

The Efficacy of the Sortino Ratio and Other Benchmarked Performance Measures Under Skewed Return Distributions

Ashraf Chaudhry, Helen L. Johnson

Australian Journal of Management

Open accessResearch articleFirst published April, 2022

ASEAN-5 and Crypto Hedge Fund: Dynamic Portfolio Approach

Andreas Renard Widarto, Harjum Muharam, Sugeng Wahyudi [...]

Sage Open

Restricted accessResearch articleFirst published August, 2010

Capital Asset Pricing Models and Performance Measures in the Downside Risk Framework

Chokri Mamoghli, Sami Daboussi

Journal of Emerging Market Finance

Restricted accessResearch articleFirst published August, 2008

Risk-Return Analysis of Fast-Food Versus Casual-Dining Restaurants: Who Moved My Cheeseburger?

Melih Madanoglu, Kyuho Lee, Francis A. Kwansa

Journal of Hospitality & Tourism Research

Restricted accessResearch articleFirst published 2026

MTS: A deep reinforcement learning portfolio management framework with time-awareness and short-selling

Fengchen Gu, Zhengyong Jiang, Ángel F. García-Fernández [...]

Intelligent Data Analysis: An International Journal