Comparing large-sample maximum Sharpe ratios and incremental variable testing (Q1681279)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparing large-sample maximum Sharpe ratios and incremental variable testing |
scientific article |
Statements
Comparing large-sample maximum Sharpe ratios and incremental variable testing (English)
0 references
23 November 2017
0 references
multivariate statistics
0 references
finance
0 references
maximum Sharpe ratio
0 references
incremental variables
0 references
mean-variance spanning
0 references
