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1-5 of 5 results for SORTINO RATIO

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Research article

First published 2008-03

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 access

Research article

First published 2022-4

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

Sage Open

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Research article

First published 2008-08

Melih Madanoglu, Kyuho Lee, Francis A. Kwansa

Journal of Hospitality & Tourism Research

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Research article

First published 2010-8

Chokri Mamoghli, Sami Daboussi

Journal of Emerging Market Finance

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Research article

First published 2026

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

Intelligent Data Analysis: An International Journal