Performance hypothesis testing with the sharpe ratio : the case of hedge funds
Year of publication: |
2013
|
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Authors: | Auer, Benjamin R. ; Schuhmacher, Frank |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 10.2013, 4, p. 196-208
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Subject: | Sharpe ratio | Hedge funds | Robust testing | Performance measurement | Hedgefonds | Hedge fund | Performance-Messung | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Statistischer Test | Statistical test | Betriebliche Kennzahl | Financial ratio | Schätztheorie | Estimation theory |
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