Testing equality of modified Sharpe ratios
David Ardia, Kris Boudt
| Year of publication: |
May 2015
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|---|---|
| Authors: | Ardia, David ; Boudt, Kris |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 13.2015, p. 97-104
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| Subject: | Bootstrap test | Hedge fund | Modified Sharpe ratio | Non-normal returns | Performance measurement | Performance-Messung | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Hedgefonds | Bootstrap-Verfahren | Bootstrap approach | Betriebliche Kennzahl | Financial ratio | Investmentfonds | Investment Fund | Statistischer Test | Statistical test | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2015.02.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011552416