The structural Sharpe model under<i>t</i>-distributions (Q5123670)
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scientific article; zbMATH DE number 7252559
Language | Label | Description | Also known as |
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English | The structural Sharpe model under<i>t</i>-distributions |
scientific article; zbMATH DE number 7252559 |
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The structural Sharpe model under<i>t</i>-distributions (English)
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29 September 2020
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diagnostics
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\(\mathbf{t}\)-distribution
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errors-in-variables models
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portfolios
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Sharpe model
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