Some Improved Estimators of Maximum Squared Sharpe Ratio (Q5139503)
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scientific article; zbMATH DE number 7283286
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some Improved Estimators of Maximum Squared Sharpe Ratio |
scientific article; zbMATH DE number 7283286 |
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Some Improved Estimators of Maximum Squared Sharpe Ratio (English)
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9 December 2020
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Sharpe ratio
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finite sample
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unbiased estimation
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Bayes estimation
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