Comparing Large-Sample Maximum Sharpe Ratios and Incremental Variable Testing

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_2022: A*; ABS_2021: 4; VHB_3: A)

Publication type

Article in Scientific Journal

Persons

• Prof. Dr. Michael Hanke

Organizational Units

• Chair in Finance
• Institute for Finance

DOI