Direct local linear estimation for Sharpe ratio function (Q5094282)
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scientific article; zbMATH DE number 7566535
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| English | Direct local linear estimation for Sharpe ratio function |
scientific article; zbMATH DE number 7566535 |
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Direct local linear estimation for Sharpe ratio function (English)
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2 August 2022
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heteroscedasticity
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local likelihood estimation
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local linear regression
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nonparametric regression
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Sharpe ratio function
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0.7307721376419067
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0.726934552192688
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0.7202491164207458
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0.7158699035644531
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0.7155654430389404
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