Performance hypothesis testing with the Sharpe ratio: The case of hedge funds
Year of publication: |
2013
|
---|---|
Authors: | Auer, Benjamin R. ; Schuhmacher, Frank |
Published in: |
Finance Research Letters. - Elsevier, ISSN 1544-6123. - Vol. 10.2013, 4, p. 196-208
|
Publisher: |
Elsevier |
Subject: | Sharpe ratio | Hedge funds | Robust testing | Performance measurement |
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