The Statistics of Sharpe Ratios

Financial Analysts Journal

Volumn 58, Issue 4, 2002, Pages 36-52

  Lo, Andrew W ^a,b  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b AlphaSimplex Group LLC   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0041952932     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v58.n4.2453     Document Type: Article

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