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1 Ergebnisse
1
Model Comparison with Sharpe Ratios:
Barillas, Francisco
;
Kan, Raymond
;
Robotti, Cesare
.
Journal of Financial and Quantitative Analysis. 55 (2019) 6 - p. 1840-1874 , 2019
Link:
https://doi.org/10.1017/s0022109019000589
RT Journal T1 <Title>Model Comparison with Sharpe Ratios</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1017_s0022109019000589&Exemplar=1&LAN=DE A1 Barillas, Francisco A1 Kan, Raymond A1 Robotti, Cesare A1 Shanken, Jay PB Cambridge University Press (CUP) YR 2019 SN 0022-1090 SN 1756-6916 JF Journal of Financial and Quantitative Analysis VO 55 IS 6 SP 1840 OP 1874 LK http://dx.doi.org/https://doi.org/10.1017/s0022109019000589 DO https://doi.org/10.1017/s0022109019000589 SF ELIB - SuUB Bremen
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