An Intersection-Union Test for the Sharpe Ratio

Publication date

2018

Document type

Working paper

Author

Organisational unit

URL

URI

Publisher

Helmut-Schmidt-Universität / Universität der Bundeswehr Hamburg, Chair for Applied Stochastics and Risk Management

Series or journal

Working Paper / Helmut-Schmidt-Universität, Chair for Applied Stochastics and Risk Management

Periodical volume

2018

Periodical issue

4

Part of the university bibliography

✅

Language

English

Version

Not applicable (or unknown)

Access right on openHSU

Metadata only access