Robust performance hypothesis testing with the Sharpe ratio
Year of publication: |
2008
|
---|---|
Authors: | Ledoit, Olivier ; Wolf, Michael |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 15.2008, 5, p. 850-859
|
Subject: | Bootstrap-Verfahren | Bootstrap approach | Portfolio-Management | Portfolio selection |
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