Comparing Large-Sample Maximum Sharpe Ratios and Incremental Variable Testing

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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; 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

DOI

http://dx.doi.org/10.1016/j.ejor.2017.08.018