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~isPartOf:"Investment performance measurement : evaluating and presenting results"
~person:"Jondeau, Eric"
~person:"Kelly, Bryan T."
~person:"Lo, Andrew W."
~person:"Timmermann, Allan"
~subject:"Portfolio-Management"
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Investment performance measurement : evaluating and presenting results
Journal of financial economics
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Research paper series / Swiss Finance Institute
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The statistics of sharpe ratios
Lo, Andrew W.
- In:
Investment performance measurement : evaluating and …
,
(pp. 629-651)
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2009
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