Work

Performance Hypothesis Testing with the Sharpe and Treynor Measures

Year: 1981

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1981.tb04891.x

Authors: J. D. JOBSON, BOB M. KORKIE

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2000564471

FWCI: 5.604

Cites: 38

Cited by: 860

Related to: 10