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Robust performance hypothesis testing with the Sharpe ratio
Ledoit, Olivier; Wolf, Michael - In: Journal of empirical finance 15 (2008) 5, pp. 850-859
Persistent link: https://www.econbiz.de/10003776371
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Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
Ledoit, Olivier; Wolf, Michael - In: Journal of empirical finance 10 (2003) 5, pp. 603-621
Persistent link: https://www.econbiz.de/10001806971
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Testing for monotonicity in expected asset returns
Romano, Joseph P.; Wolf, Michael - In: Journal of empirical finance 23 (2013), pp. 93-116
Persistent link: https://www.econbiz.de/10010221769
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Testing for monotonicity in expected asset returns
Romano, Joseph P.; Wolf, Michael - In: Journal of empirical finance 23 (2013), pp. 93-116
Persistent link: https://www.econbiz.de/10010165913
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Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
Ledoit, Olivier; Wolf, Michael - In: Journal of empirical finance 10 (2003) 5, pp. 603-622
Persistent link: https://www.econbiz.de/10007232490
Cover Image
Robust performance hypothesis testing with the Sharpe ratio
Ledoit, Oliver; Wolf, Michael - In: Journal of empirical finance 15 (2008) 5, pp. 850-859
Persistent link: https://www.econbiz.de/10008109034
Cover Image
Robust performance hypothesis testing with the Sharpe ratio
Ledoit, Oliver; Wolf, Michael - In: Journal of empirical finance 15 (2008) 5, pp. 850-860
Persistent link: https://www.econbiz.de/10008880811