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Bias of a Value-at-Risk estimator
Bao, Yong; Ullah, Aman - In: Finance Research Letters 1 (2004) 4, pp. 241-249
Persistent link: https://www.econbiz.de/10005397386
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Moments of the estimated Sharpe ratio when the observations are not IID
Bao, Yong; Ullah, Aman - In: Finance Research Letters 3 (2006) 1, pp. 49-56
Persistent link: https://www.econbiz.de/10005397438