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A test for the equality of multiple Sharpe ratios
Wright, John
;
Yam, Sheung Chi Phillip
;
Yung, Siu Pang
- In:
Journal of risk
16
(
2013/2014
)
4
,
pp. 3-21
Persistent link: https://www.econbiz.de/10013262931
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The informativeness of risk factor disclosures : estimating the covariance matrix of stock returns using similarity measures
Tilmann, Lukas
;
Walther, Martin J.
- In:
Journal of risk
25
(
2023
)
6
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014546363
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