Pages that link to "Item:Q1925695"
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The following pages link to A note on empirical Sharpe ratio dynamics (Q1925695):
Displaying 9 items.
- Implications of the Sharpe ratio as a performance measure in multi-period settings (Q844669) (← links)
- Comparing large-sample maximum Sharpe ratios and incremental variable testing (Q1681279) (← links)
- Monotone Sharpe ratios and related measures of investment performance (Q2001262) (← links)
- A robust Sharpe ratio (Q2061748) (← links)
- Optimal Sharpe ratio in continuous-time markets with and without a risk-free asset (Q2397571) (← links)
- The large-sample distribution of the maximum Sharpe ratio with and without short sales (Q2630355) (← links)
- THE SHARPE RATIO AND PREFERENCES: A PARAMETRIC APPROACH (Q4551761) (← links)
- The premium of dynamic trading in a discrete-time setting (Q4554212) (← links)
- Computational dynamics of information ratios (Q6498759) (← links)