Work

The Statistics of Sharpe Ratios

Year: 2002

Type: article

Source: Financial Analysts Journal

DOI: 10.2469/faj.v58.n4.2453

Author: Andrew W. Lo

Institution: Massachusetts Institute of Technology

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1995808291

FWCI: 25.17

Cites: 32

Cited by: 843

Related to: 10