{"title":"Sherman ratio optimization: constructing alternative ultrashort sovereign bond portfolios","authors":"Karim Henide","doi":"10.21314/jois.2023.001","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":42279,"journal":{"name":"Journal of Investment Strategies","volume":"30 1","pages":""},"PeriodicalIF":0.1000,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Investment Strategies","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.21314/jois.2023.001","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}