Testing equality of modified Sharpe ratios

DOI10.1016/J.FRL.2015.02.008MaRDI QIDQ7373832FDO

Authors David Ardia, Kris Boudt

Publication date May 2015

Published in Finance Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.FRL.2015.02.008

Cited in

(1)

• PeerPerformance

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