Hypothesis testing with the sharpe and Treynor portfolio-Reference-Cited by-同舟云学术

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Hypothesis testing with the sharpe and Treynor portfolio

Published:1990-04 Issue:4 Volume:32 Page:345-352
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Kryzanowski Lawrence,Sim Ah Boon

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference28 articles.

1. Nonsynchronous security trading and market index autocorrelation;Atchison;Journal of Finance,1987

2. A new approach to testing asset pricing models: The bilinear paradigm;Brown;Journal of Finance,1983

3. Evaluating the performance of Canadian media and communications stocks using Jobson and Korkie significance tests;Cadsby;Canadian Journal of Administrative Sciences,1987

4. Implications of microstructure theory for empirical research on stock price behavior;Cohen;Journal of Finance,1980

5. Friction in the trading process and the estimation of systematic risk;Cohen;Journal of Financial Economics,1983

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A Double Sharpe Ratio;SSRN Electronic Journal;1999

2. The Contrarian Investment Strategy does not Work in Canadian Markets;The Journal of Financial and Quantitative Analysis;1992-09

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