TY - JOUR T1 - Adjusting for Risk in Portfolio Performance Measurement JF - The Journal of Portfolio Management SP - 29 LP - 34 DO - 10.3905/jpm.1975.408513 VL - 1 IS - 2 AU - William F. Sharpe Y1 - 1975/01/31 UR - https://pm-research.com/content/1/2/29.abstract N2 - 300 Multiple ChoicesThis is a pdf-only article and there is no markup to show you.full-text.pdf ER -