Testing for the best alternative with an application to performance measurement
Year of publication: |
2007
|
---|---|
Authors: | Frahm, Gabriel |
Institutions: | Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät |
Subject: | Ergodicity | Gordin's condition | heteroscedasticity | Jobson-Korkie test | Monte Carlo simulation | performance measurement | Sharpe ratio |
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