Comparing Sharpe Ratios: So Where are the p-values? J.D. OPDYKE* Until recently, since Jobson - Jobson - Document - PDFSEARCH.IO

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Date: 2013-05-16 10:05:19 Estimation theory Probability theory Statistical inference Normal distribution Kurtosis Skewness Variance Moment Sharpe ratio Statistics Data analysis Statistical theory		Comparing Sharpe Ratios: So Where are the p-values? J.D. OPDYKE* Until recently, since Jobson & Korkie[removed]derivations of the asymptotic distribution of the Sharpe ratio that are practically useable for generating con Add to Reading List Source URL: www.datamineit.com Download Document from Source Website File Size: 697,20 KB Share Document on Facebook

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