Comparing large-sample maximum Sharpe ratios and incremental variable testing (Q1681279)
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scientific article; zbMATH DE number 6811857
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparing large-sample maximum Sharpe ratios and incremental variable testing |
scientific article; zbMATH DE number 6811857 |
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Comparing large-sample maximum Sharpe ratios and incremental variable testing (English)
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23 November 2017
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multivariate statistics
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finance
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maximum Sharpe ratio
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incremental variables
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mean-variance spanning
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