The Statistics of Sharpe Ratios
Author:
Affiliation:
1. Andrew W. Lo is Harris & Harris Group Professor at the Sloan School of Management, Massachusetts Institute of Technology, Cambridge, and chief scientific officer for AlphaSimplex Group, LLC, Cambridge.
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance,Accounting
Link
https://www.tandfonline.com/doi/pdf/10.2469/faj.v58.n4.2453
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