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Generalized Sharpe Ratio under the Levy Processes

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Identiferoai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0622110-185631
Date22 June 2010
CreatorsFeng, Liang-Hsueh
ContributorsSo-De Shyu, Chou-Wen Wang, Jen-Jsung Huang, Ming-Chi Chen
PublisherNSYSU
Source SetsNSYSU Electronic Thesis and Dissertation Archive
LanguageCholon
Detected LanguageEnglish
Typetext
Formatapplication/pdf
Sourcehttp://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0622110-185631
Rightsnot_available, Copyright information available at source archive

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