Comparing Maximum Sharpe Ratios and Incremental Variable Testing

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Reference

Hanke, M., & Penev, S. (2015). Comparing Maximum Sharpe Ratios and Incremental Variable Testing. Presented at the Austrian Working Group on Banking and Finance, Graz.

Publication type

Presentation at Scholarly Conference

Persons

Organizational Units

  • Chair in Finance
  • Institute for Finance

Original Source URL

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