Hypothesis testing with the Sharpe and Treynor portfolio : performance measures given non-synchronous trading
Year of publication: |
1990
|
---|---|
Authors: | Kryzanowski, Lawrence |
Other Persons: | Sim, Ah-boon (contributor) |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 32.1990, 4, p. 345-352
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
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