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

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Main Authors: PHOON, Kok Fai, Watson, John, Wickramanayake, Jayasinghe
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2008
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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
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Institution: Singapore Management University
Language: English
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spelling 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
institution Singapore Management University
building SMU Libraries
continent Asia
country Singapore
Singapore
content_provider SMU Libraries
collection InK@SMU
language English
topic managed funds
Return Based Style Analysis
asset allocation
confidence intervals
Finance and Financial Management
Portfolio and Security Analysis
spellingShingle 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
format 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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