A more efficient condidence-interval estimator (CIE) for sharpe-ratio using harmonic mean in the usual bootstrap-resample CIE and computational intelligence
Chandra Shekhar Bhatnagar; Raghunadh M. Acharya; Viswanadham Bulusu
| Year of publication: |
2013
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|---|---|
| Authors: | Bhatnagar, Chandra Shekhar ; Acharya, Raghunadh M. ; Bulusu, Viswanadham |
| Published in: |
The international journal of finance. - Marlton, NJ, ISSN 1041-2743, ZDB-ID 1057445-1. - Vol. 25.2013, 3, p. 7889-7897
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| Subject: | Portfolio-Management | Portfolio selection | Kapitalmarktrendite | Capital market returns | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010382266