Results 181 to 190 of about 94,719 (208)
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Comparing large-sample maximum Sharpe ratios and incremental variable testing
European Journal of Operational Research, 2018Spiridon Penev
exaly
Noise fit, estimation error and a Sharpe information criterion
Quantitative Finance, 2020Dirk Paulsen, Jakob Söhl
exaly
Stock performance by utility indifference pricing and the Sharpe ratio
Quantitative Finance, 2019Jiro Hodoshima
exaly

