Work

Robust Performance Hypothesis Testing with the Sharpe Ratio

Year: 2007

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.985038

Author: Michael Wolf

Institution: University of Zurich

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1984038545

Cites: 40

Cited by: 119

Related to: 10