Hypothesis testing with the Sharpe and Treynor portfolio : performance measures given non-synchronous trading
Lawrence Kryzanowski and Ah Boon Sim
| Year of publication: |
1990
|
|---|---|
| Authors: | Kryzanowski, Lawrence |
| Other Persons: | Sim, Ah-boon (contributor) |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 32.1990, 4, p. 345-352
|
| Subject: | Portfolio-Management | Portfolio selection | 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/10001088813