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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
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pp. 49-56
Persistent link: https://www.econbiz.de/10003300877
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Bias of a value-at-risk estimator
Bao, Yong
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Ullah, Aman
- In:
Finance research letters
1
(
2004
)
4
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pp. 241-249
Persistent link: https://www.econbiz.de/10003307425
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