Moments of the estimated Sharpe ratio when the observations are not IID
Yong Bao, Aman Ullah
| Year of publication: |
2006
|
|---|---|
| Authors: | Bao, Yong ; Ullah, Aman |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 3.2006, 1, p. 49-56
|
| Subject: | Portfolio-Management | Portfolio selection |
| 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://ebvufind01.dmz1.zbw.eu/10003300877