A new method for estimating Sharpe ratio function via local maximum likelihood (Q6127359)
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scientific article; zbMATH DE number 7831685
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new method for estimating Sharpe ratio function via local maximum likelihood |
scientific article; zbMATH DE number 7831685 |
Statements
A new method for estimating Sharpe ratio function via local maximum likelihood (English)
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12 April 2024
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direct method
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heteroscedastic non-parametric regression
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joint limiting distribution
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local polynomial smoothing
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Sharpe ratio function
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