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

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	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 Document Date: 2013-05-16 10:05:19 Open Document File Size: 697,20 KB Share Result on Facebook Company Financial Analysts Journal / Pearson / Kendall / Patterson / / / IndustryTerm finance industry / formulaic solution / finance literature / statistical software / financial services / / Organization Commerce Center / / Person Hrishikesh Vinod / Andrew Clark / Keith Ord / J.D. Opdyke / Steve Christie / DataMineIt / / Position author / Rt / President / Senior Statistical Data Miner / financial analyst / editor / manager performance / / PublishedMedium the Financial Analysts Journal / / Technology simulation / T-1 / / URL www.DataMineIt.com / / SocialTag Estimation theory Probability theory Statistical inference Normal distribution Kurtosis Skewness Variance Moment Sharpe ratio Statistics

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 conAdd to Reading List