Performance hypothesis testing with the sharpe ratio : the case of hedge funds
Benjamin R. Auer; Frank Schuhmacher
| Year of publication: |
2013
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|---|---|
| Authors: | Auer, Benjamin R. ; Schuhmacher, Frank |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 10.2013, 4, p. 196-208
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| Subject: | Sharpe ratio | Hedge funds | Robust testing | Performance measurement | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Performance-Messung | Statistischer Test | Statistical test | Investmentfonds | Investment Fund | Schätztheorie | Estimation theory | Betriebliche Kennzahl | Financial ratio | Kapitaleinkommen | Capital income | Bootstrap-Verfahren | Bootstrap approach |
| 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/10010252332