Small Sample Inferences on the Sharpe Ratio
© 2016 Taylor & Francis Group, LLC. This work deals with statistical inferences on the "Sharpe Ratio" (SR) based on small samples. We have considered point estimation, interval estimation, as well as hypothesis testing, assuming that a random sample is available from a normal distrib...
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://repository.li.mahidol.ac.th/handle/123456789/43308 |
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| Institution: | Mahidol University |