Performance hypothesis testing with Sharpe and Treynor measures
J. D. Jobson; Bob M. Korkie
| Year of publication: |
1981
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|---|---|
| Authors: | Jobson, J. D. ; Korkie, Bob M. |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 36.1981, 4, p. 889-907
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| Subject: | Bewertung | Wertpapier | Statistische Methoden |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003590148