NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

A Sharper Ratio: A General Measure for Correctly Ranking Non-Normal Investment Risks

Kent Smetters, Xingtan Zhang

NBER Working Paper No. 19500
Issued in October 2013

---- Acknowledgements -----

The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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