Hypothesis testing with the Sharpe and Treynor portfolio: performance measures given non-synchronous trading
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Publication:1676700
DOI10.1016/0165-1765(90)90027-XzbMath1375.91217MaRDI QIDQ1676700
Lawrence Kryzanowski, Ah-Boon Sim
Publication date: 9 November 2017
Published in: Economics Letters (Search for Journal in Brave)
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