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Model comparison with sharpe ratios
Barillas, Francisco; Kan, Raymond; Robotti, Cesare; … - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 6, pp. 1840-1874
Persistent link: https://www.econbiz.de/10012307548
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Optimal Portfolio Choice with Parameter Uncertainty
Kan, Raymond; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 3, pp. 621-656
Persistent link: https://www.econbiz.de/10007797519
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Optimal portfolio choice with parameter uncertainty
Kan, Raymond; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 3, pp. 621-656
Persistent link: https://www.econbiz.de/10003527792