Robust Performance Hypothesis Testing with the Sharpe Ratio
Year of publication: |
2008-01
|
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Authors: | Ledoit, Oliver ; Wolf, Michael |
Institutions: | Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät |
Subject: | Bootstrap | HAC inference | Sharpe ratio |
Extent: | application/pdf |
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Series: | IEW - Working Papers. - ISSN 1424-0459. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series IEW-working papers Number 320 |
Classification: | C12 - Hypothesis Testing ; C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models |
Source: |
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