Further Evidence on the Approximation of Confidence Intervals for Sharpe Style Weights: The Case of Australian Listed Managed Funds
Saved in:
Main Authors: | PHOON, Kok Fai, Watson, John, Wickramanayake, Jayasinghe |
---|---|
Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2008
|
Subjects: | |
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 |
Similar Items
-
Investing into the Abyss: The Continued Misclassification of Multi-Sector Managed Funds
by: Allen, N., et al.
Published: (2010) -
Investing into the abyss: The continued misclassification of multi-sector managed funds
by: Watson, John R, et al.
Published: (2010) -
How Much Confidence Do We Have in Sharpe Ratio? Evidence Based on the Australian Listed Managed Fund Industry
by: PHOON, Kok Fai, et al.
Published: (2006) -
Coverage accuracy of confidence intervals in nonparametric regression
by: Chen, S.-X., et al.
Published: (2014) -
Empirical likelihood-based confidence intervals for data with possible zero observations
by: Chen, S.X., et al.
Published: (2014)