Hypothesis testing with the Sharpe and Treynor portfolio: performance measures given non-synchronous trading (Q1676700)
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scientific article; zbMATH DE number 6804949
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| English | Hypothesis testing with the Sharpe and Treynor portfolio: performance measures given non-synchronous trading |
scientific article; zbMATH DE number 6804949 |
Statements
Hypothesis testing with the Sharpe and Treynor portfolio: performance measures given non-synchronous trading (English)
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9 November 2017
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0.7353477478027344
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0.7327763438224792
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0.7153661847114563
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