@article {Israelsen:1 April 2005:1470-8272:423,
	author = "Israelsen, Craig",
	title = "A refinement to the Sharpe ratio and information ratio",
	journal = "Journal of Asset Management",
	volume = "5",
	year = "1 April 2005",
	abstract = "By modifying the denominator, both the Sharpe ratio and information ratio provide correct rankings during periods of negative excess returns.Journal of Asset Management (2005) 5, 423-427; doi:10.1057/palgrave.jam.2240158",
	pages = "423-427(5)",
	url = "http://www.ingentaconnect.com/content/pal/jam/2005/00000005/00000006/art00006"
	doi = "doi:10.1057/palgrave.jam.2240158"
}