@TechReport{economics.dp.2011-14,
 author = {Caporin, Massimiliano  and Lisi, Francesco },
 title = {Comparing and Selecting Performance Measures Using Rank Correlations},
 type = {Economics Discussion Paper},
 institution = {Kiel Institute for the World Economy},
 year = {2011},
 number = {2011-14},
 url = {http://www.economics-ejournal.org/economics/discussionpapers/2011-14}
}