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Riesz estimators
Aliprantis, Charalambos D.; Harris, David; Tourky, Rabee - In: Journal of econometrics 136 (2007) 2, pp. 431-456
Persistent link: https://www.econbiz.de/10003412641
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Riesz estimators
Aliprantis, Charalambos D. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542028
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The large-sample distribution of the maximum Sharpe ratio with and without short sales
Maller, Ross A.; Roberts, Steven; Tourky, Rabee - In: Journal of econometrics 194 (2016) 1, pp. 138-152
Persistent link: https://www.econbiz.de/10011705073