The following pages link to A robust Sharpe ratio (Q2061748):
Displaying 6 items.
- Ranking of investment funds: acceptability versus robustness (Q319689) (← links)
- 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)
- Sharpe thinking in asset ranking with one-sided measures (Q2464236) (← links)
- The Use of Ratios to Compare Volatilities and VaRs (Q3543748) (← links)
- Direct local linear estimation for Sharpe ratio function (Q5094282) (← links)