Showing results 1 to 3 of 3
Title | Author(s) | Issue Date | |
---|---|---|---|
A test for the equality of multiple Sharpe ratios Journal:The Journal of Risk | 2014 | ||
A mixed Sharpe ratio Proceeding/Conference:Risk and Decision Analysis | 2012 | ||
On the probability of completeness for large markets Journal:Japan Journal of Industrial and Applied Mathematics | 2011 |