Pages that link to "Item:Q454815"
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The following pages link to Inference for the Sharpe ratio using a likelihood-based approach (Q454815):
Displaying 7 items.
- Interval estimation for the Sharpe ratio when returns are not i.i.d. with special emphasis on the GARCH(1,1) process with symmetric innovations (Q257461) (← links)
- Inference for the difference of two independent KS Sharpe ratios under lognormal returns (Q826359) (← links)
- Comparing large-sample maximum Sharpe ratios and incremental variable testing (Q1681279) (← links)
- Inference for performance measures for financial assets (Q2515379) (← 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)
- Direct local linear estimation for Sharpe ratio function (Q5094282) (← links)