On Testing the Equality of the Multiple Sharpe Ratios, with Application on the Evaluation of Ishares
Year: 2006
Type: preprint
Source: SSRN Electronic Journal
DOI: 10.2139/ssrn.907270
Authors: Pui-lam Leung, Wing-Keung Wong
Institutions: Chinese University of Hong Kong, Asia University, Asia University
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W1494340428