Title: An Intersection-Union Test for the Sharpe Ratio
Authors: Frahm, Gabriel  
Language: en
Keywords: Universitätsbibliographie;Evaluation 2018
Issue Date: 2018
Publisher: Chair for Applied Stochastics and Risk Management, Helmut Schmidt-University
Document Type: Working Paper
Journal / Series / Working Paper (HSU): Working Paper / Helmut-Schmidt-Universität, Chair for Applied Stochastics and Risk Management 
Volume: 2018
Issue: 4
Publisher Place: Hamburg
Description: 
Vorgängerversion : February 26, 2018 u.d.T..: A Joint Hypothesis Tests for the Sharpe Ratio
Supervised by Prof. Dr. Gabriel Frahm
Please use only the latest vision of the manuscipt. Distribution is unlimited.
Organization Units (connected with the publication): Angewandte Stochastik und Risikomanagement 
URL: https://ub.hsu-hh.de/DB=1.8/XMLPRS=N/PPN?PPN=1015694225
https://www.hsu-hh.de/stochastik/wp-content/uploads/sites/772/2018/03/AP-2018-04.pdf
Appears in Collections:2018

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