Approximating the confidence intervals for sharpe style weights
Year of publication: |
2009
|
---|---|
Authors: | Lobosco, Angelo ; Di Bartolomeo, Dan |
Published in: |
Investment performance measurement : evaluating and presenting results. - Hoboken, NJ : John Wiley & Sons, ISBN 978-0-470-39502-8. - 2009, p. 619-628
|
Subject: | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
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