The structural Sharpe model under<i>t</i>-distributions (Q5123670)
From MaRDI portal
scientific article; zbMATH DE number 7252559
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The structural Sharpe model under<i>t</i>-distributions |
scientific article; zbMATH DE number 7252559 |
Statements
The structural Sharpe model under<i>t</i>-distributions (English)
0 references
29 September 2020
0 references
diagnostics
0 references
\(\mathbf{t}\)-distribution
0 references
errors-in-variables models
0 references
portfolios
0 references
Sharpe model
0 references
0 references
