Robust performance hypothesis testing with the Sharpe ratio
| Year of publication: |
2008
|
|---|---|
| Authors: | Ledoit, Oliver ; Wolf, Michael |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 15.2008, 5, p. 850-860
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