articleJournal of Empirical FinanceApr 15, 2008Closed access

Robust performance hypothesis testing with the Sharpe ratio

OLOliver LedoitMWMichael Wolf

University of Zurich

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943
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2

Topics & keywords

Topics
Keywords
  • Sharpe ratio
  • Studentized range
  • Null hypothesis
  • Treynor ratio
  • Econometrics
  • Confidence interval
  • Statistical hypothesis testing
  • Mathematics
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