In-sample and out-of-sample Sharpe ratios of multi-factor asset pricing models
| Autor: | Kan, Raymond, Wang, Xiaolu, Zheng, Xinghua |
|---|---|
| Zdroj: | In Journal of Financial Economics May 2024 155 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Kan, Raymond, Wang, Xiaolu, Zheng, Xinghua |
|---|---|
| Zdroj: | In Journal of Financial Economics May 2024 155 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect