Hypothesis testing with the sharpe and Treynor portfolio : Performance measures given non-synchronous trading
| Year of publication: |
1990
|
|---|---|
| Authors: | Kryzanowski, Lawrence ; Sim, Ah Boon |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 32.1990, 4, p. 345-352
|
| Publisher: |
Elsevier |