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Bayesian portfolio mean-variance efficiency test with sampling error of Sharpe ratio
Kao, Lie Jane
;
Huei Ching Soo
;
Lee, Cheng F.
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2024
Persistent link: https://www.econbiz.de/10015049997
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A comprehensive study on smart beta strategies in the A-share market
Cai, Lixin
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Jin, Yong
;
Qi, Qiulin
;
Xu, Xin
- In:
Applied economics
50
(
2018
)
55
,
pp. 6024-6033
Persistent link: https://www.econbiz.de/10012063379
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