Further Evidence on the Approximation of Confidence Intervals for Sharpe Style Weights: The Case of Australian Listed Managed Funds

Further Evidence on the Approximation of Confidence Intervals for Sharpe Style Weights: The Case of Australian Listed Managed Funds

Saved in:
Bibliographic Details
Main Authors: PHOON, Kok Fai, Watson, John, Wickramanayake, Jayasinghe
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2008
Subjects:
managed funds
Return Based Style Analysis
asset allocation
confidence intervals
Finance and Financial Management
Portfolio and Security Analysis
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/1514
https://ink.library.smu.edu.sg/context/lkcsb_research/article/2513/viewcontent/imfi_en_2008_02_Phoon.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/lkcsb_research/1514
https://ink.library.smu.edu.sg/context/lkcsb_research/article/2513/viewcontent/imfi_en_2008_02_Phoon.pdf

Similar Items