Further Evidence on the Approximation of Confidence Intervals for Sharpe Style Weights: The Case of Australian Listed Managed Funds
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sg-smu-ink.lkcsb_research-25132018-07-09T07:19:08Z Further Evidence on the Approximation of Confidence Intervals for Sharpe Style Weights: The Case of Australian Listed Managed Funds PHOON, Kok Fai Watson, John Wickramanayake, Jayasinghe 2008-02-01T08:00:00Z text application/pdf 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 http://creativecommons.org/licenses/by-nc-nd/4.0/ Research Collection Lee Kong Chian School Of Business eng Institutional Knowledge at Singapore Management University managed funds Return Based Style Analysis asset allocation confidence intervals Finance and Financial Management Portfolio and Security Analysis |
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managed funds Return Based Style Analysis asset allocation confidence intervals Finance and Financial Management Portfolio and Security Analysis |
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managed funds Return Based Style Analysis asset allocation confidence intervals Finance and Financial Management Portfolio and Security Analysis PHOON, Kok Fai Watson, John Wickramanayake, Jayasinghe Further Evidence on the Approximation of Confidence Intervals for Sharpe Style Weights: The Case of Australian Listed Managed Funds |
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text |
author |
PHOON, Kok Fai Watson, John Wickramanayake, Jayasinghe |
author_facet |
PHOON, Kok Fai Watson, John Wickramanayake, Jayasinghe |
author_sort |
PHOON, Kok Fai |
title |
Further Evidence on the Approximation of Confidence Intervals for Sharpe Style Weights: The Case of Australian Listed Managed Funds |
title_short |
Further Evidence on the Approximation of Confidence Intervals for Sharpe Style Weights: The Case of Australian Listed Managed Funds |
title_full |
Further Evidence on the Approximation of Confidence Intervals for Sharpe Style Weights: The Case of Australian Listed Managed Funds |
title_fullStr |
Further Evidence on the Approximation of Confidence Intervals for Sharpe Style Weights: The Case of Australian Listed Managed Funds |
title_full_unstemmed |
Further Evidence on the Approximation of Confidence Intervals for Sharpe Style Weights: The Case of Australian Listed Managed Funds |
title_sort |
further evidence on the approximation of confidence intervals for sharpe style weights: the case of australian listed managed funds |
publisher |
Institutional Knowledge at Singapore Management University |
publishDate |
2008 |
url |
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 |
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