An estimation error corrected Sharpe ratio using bootstrap resampling
Year of publication: |
2011
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Authors: | Skrepnek, Grant H. ; Sahai, Ashok |
Published in: |
Journal of applied finance & banking. - London : Scienpress, ISSN 1792-6599, ZDB-ID 26142429. - Vol. 1.2011, 2, p. 189-206
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