Model Comparison with Sharpe Ratios.
| Autor: | Barillas, Francisco1 (AUTHOR), Kan, Raymond2 (AUTHOR), Robotti, Cesare3 (AUTHOR), Shanken, Jay4 (AUTHOR) jay.shanken@emory.edu |
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| Zdroj: | Journal of Financial & Quantitative Analysis. Sep2020, Vol. 55 Issue 6, p1840-1874. 35p. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
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