Model Comparison with Sharpe Ratios
- 期刊名称Journal of Financial and Quantitative Analysis
- 作者Barillas, Francisco; Kan, Raymond; Robotti, Cesare; Shanken, Jay
- 印刷ISSN0022-1090
- 电子ISSN1756-6916
- 文件大小618.05KB
- 发表时间2019-08-09
- DOI10.1017/S0022109019000589
- 页码1-79
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