Approximating the confidence intervals for sharpe style weights

Financial Analysts Journal

Volumn 53, Issue 4, 1997, Pages 80-85

  Lobosco, Angelo ^a   DiBartolomeo, Dan ^b  

^a Fidelity Investments   (United States)

^b Northfield Information Services   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0009294735     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v53.n4.2103     Document Type: Article

References (4)

1. Christopherson, John. 1995. "Equity Style Classifications." Journal of Portfolio Management, vol. 21, no. 3 (Spring):32-43.
2. Sharpe, William F. 1988. "Determining a Fund's Effective Asset Mix." Investment Management Review, vol. 2, no. 6 (December):59-69.
3. _. 1992. "Asset Allocation: Management Style and Performance Measurement." Journal of Portfolio Management, vol. 18, no. 2 (Winter):7-19.
4. Trzcinka, Charles. 1995. "Comment on Equity Style Classifications (Christopherson)." Journal of Portfolio Management, vol. 21, no. 3 (Spring):44-16.