Asymptotic and Bayesian confidence intervals for sharpe-style weights

By Tae-Hwan Kim, Halbert White, Douglas Stone. 2000

80 citations recorded by the source corpus.

Subfields: Marketing, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/92835f99d525d39c94f8a0c26fafd96fdfca0d2c