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Testing equality of modified Sharpe ratios
Ardia, David; Boudt, Kris - In: Finance research letters 13 (2015), pp. 97-104
Persistent link: https://www.econbiz.de/10011552416
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Higher order comoments of multifactor models and asset allocation
Boudt, Kris; Lu, Wanbo; Peeters, Benedict - In: Finance research letters 13 (2015), pp. 225-233
Persistent link: https://www.econbiz.de/10011552528
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Performance-sharing optimization by risk-constrained equity investors
Boudt, Kris; Khokhar, Mulazim-Ali - In: Finance research letters 38 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10012490566