Statistical inference for sharpe ratio
Friedrich Schmid and Rafael Schmidt
| Year of publication: |
2010
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|---|---|
| Authors: | Schmid, Friedrich ; Schmidt, Rafael |
| Published in: |
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds. - Basingstoke, Hampshire [u.a.] : Palgrave Macmillan, ISBN 978-0-230-24012-4. - 2010, p. 337-357
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| Subject: | Induktive Statistik | Statistical inference | Schätztheorie | Estimation theory | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008746585