On testing the equality of multiple Sharpe ratios, with application on the evaluation of iShares
Year of publication: |
2008
|
---|---|
Authors: | Leung, Pui-lam ; Wong, Wing Keung |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 10.2007/08, 3, p. 15-30
|
Subject: | Portfolio-Investition | Foreign portfolio investment | Portfolio-Management | Portfolio selection | Statistischer Test | Statistical test |
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