Ex Ante Comparison of Maximum Sharpe Ratios and Incremental Variable Testing
Year of publication: |
2018
|
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Authors: | Hanke, Michael |
Other Persons: | Penev, Spiridon (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (21 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: European Journal of Operational Research, Volume 265, Issue 2, 1 March 2018, Pages 571-579 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 19, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2718033 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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