Pages that link to "Item:Q1681279"
From MaRDI portal
The following pages link to Comparing large-sample maximum Sharpe ratios and incremental variable testing (Q1681279):
Displaying 6 items.
- Inference for the Sharpe ratio using a likelihood-based approach (Q454815) (← links)
- Inference for the difference of two independent KS Sharpe ratios under lognormal returns (Q826359) (← links)
- A note on empirical Sharpe ratio dynamics (Q1925695) (← links)
- Parameter-free robust optimization for the maximum-Sharpe portfolio problem (Q2030537) (← links)
- The large-sample distribution of the maximum Sharpe ratio with and without short sales (Q2630355) (← links)
- Robust Markowitz: comprehensively maximizing Sharpe ratio by parametric-quadratic programming (Q2691241) (← links)