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1 Ergebnisse
1
Sharpe Ratio Analysis in High Dimensions: Residual-Based No..:
Caner, Mehmet
;
Medeiros, Marcelo
;
Vasconcelos, Gabriel
http://arxiv.org/abs/2002.01800. , 2020
Link:
http://arxiv.org/abs/2002.01800
RT Journal T1
Sharpe Ratio Analysis in High Dimensions: Residual-Based Nodewise Regression in Factor Models
UL https://suche.suub.uni-bremen.de/peid=base-ftarxivpreprints:oai:arXiv.org:2002.01800&Exemplar=1&LAN=DE A1 Caner, Mehmet A1 Medeiros, Marcelo A1 Vasconcelos, Gabriel YR 2020 K1 Quantitative Finance - Portfolio Management K1 Economics - Econometrics K1 Mathematics - Statistics Theory K1 Quantitative Finance - Statistical Finance K1 Statistics - Machine Learning JF http://arxiv.org/abs/2002.01800 LK http://arxiv.org/abs/2002.01800 DO http://arxiv.org/abs/2002.01800 SF ELIB - SuUB Bremen
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