Keywords and phrases: performance measure, Aumann-Serrano performance index, Sharpe ratio, global financial crisis.
Received: October 8, 2023; Accepted: November 25, 2023; Published: December 6, 2023
How to cite this article: Jiro Hodoshima, The Aumann-Serrano performance index of DOW 30 components and Dow Jones industrial average before and after the global financial crisis, Far East Journal of Theoretical Statistics 68(1) (2024), 53-79. http://dx.doi.org/10.17654/0972086324004
This Open Access Article is Licensed under Creative Commons Attribution 4.0 International License
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