Statistical inference for sharpe ratio
Year of publication: |
2010
|
---|---|
Authors: | Schmid, Friedrich ; Schmidt, Rafael |
Published in: |
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds. - Basingstoke, Hampshire [u.a.] : Palgrave Macmillan, ISBN 978-0-230-24012-4. - 2010, p. 337-357
|
Subject: | Induktive Statistik | Statistical inference | Schätztheorie | Estimation theory | Portfolio-Management | Portfolio selection |
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