Testing Sharpe Ratio : Luck or Skill?
Year of publication: |
2019
|
---|---|
Authors: | Benhamou, Eric |
Other Persons: | Saltiel, David (contributor) ; Guez, Beatrice (contributor) ; Paris, Nicolas (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Statistischer Test | Statistical test | Qualifikation | Occupational qualification | Theorie | Theory | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (56 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 20, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3391214 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Sharp bounds and testability of a Roy model of stem major choices
Mourifie, Ismael, (2018)
-
Markus, Lutz, (2009)
-
Multiple testing problems in the context of modern portfolio theory
Wickern, Tobias, (2013)
- More ...
-
BCMA-ES II : Revisiting Bayesian CMA-ES
Benhamou, Eric, (2019)
-
Benhamou, Eric, (2019)
-
Three Remarkable Properties of the Normal Distribution
Benhamou, Eric, (2018)
- More ...