On testing the equality of multiple Sharpe ratios, with application on the evaluation of iShares
Pui-Lam Leung; Wing-Keung Wong
| Year of publication: |
2008
|
|---|---|
| Authors: | Leung, Pui-lam ; Wong, Wing Keung |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 10.2007/08, 3, p. 15-30
|
| Subject: | Portfolio-Investition | Foreign portfolio investment | Portfolio-Management | Portfolio selection | Statistischer Test | Statistical test |
| 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/10003698907