Pages that link to "Item:Q5418878"
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The following pages link to Interval Estimation for the Sortino Ratio and the Omega Ratio (Q5418878):
Displaying 3 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 performance measures for financial assets (Q2515379) (← links)
- Interval estimators for ratios of independent quantiles and interquantile ranges (Q5086366) (← links)