Testing equality of modified Sharpe ratios
Year of publication: |
May 2015
|
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Authors: | Ardia, David ; Boudt, Kris |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 13.2015, p. 97-104
|
Subject: | Bootstrap test | Hedge fund | Modified Sharpe ratio | Non-normal returns | Performance measurement | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Performance-Messung | Hedgefonds | Bootstrap-Verfahren | Bootstrap approach | Statistischer Test | Statistical test | Betriebliche Kennzahl | Financial ratio | Theorie | Theory |
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