Journal Article New Measures for Performance Evaluation Get access Alexander Cherny, Alexander Cherny Search for other works by this author on: Oxford Academic Google Scholar Dilip Madan Dilip Madan Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 22, Issue 7, July 2009, Pages 2571–2606, https://doi.org/10.1093/rfs/hhn081 Published: 25 August 2008