Reference
Hanke, M., & Penev, S. (2018). Comparing Large-Sample Maximum Sharpe Ratios and Incremental Variable Testing. European Journal of Operational Research (EJOR), 265(2), 571-579. (ABDC_2016: A*; ABDC_2019: A*; ABS_2018: 4; ABS_2021: 4; ISI_2016: 3.297; ISI_2016_5year: 3.582; ISI_2018: 3.806; VHB_3: A)
Publication type
Article in Scientific Journal
Persons
Organizational Units
- Chair in Finance
- Institute for Finance