Moments of the estimated Sharpe ratio when the observations are not IID
| Year of publication: |
2006
|
|---|---|
| Authors: | Bao, Yong ; Ullah, Aman |
| Published in: |
Finance Research Letters. - Elsevier, ISSN 1544-6123. - Vol. 3.2006, 1, p. 49-56
|
| Publisher: |
Elsevier |