Inference for the Sharpe ratio using a likelihood-based approach
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Publication:454815
DOI10.1155/2012/878561zbMath1263.62095WikidataQ58911000 ScholiaQ58911000MaRDI QIDQ454815
Marie Rekkas, Augustine C. M. Wong, Ying Liu
Publication date: 10 October 2012
Published in: Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/878561
62H15: Hypothesis testing in multivariate analysis
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