Robust performance hypothesis testing with the Sharpe ratio

Journal of Empirical Finance

Volumn 15, Issue 5, 2008, Pages 850-859

  Ledoit, Oliver ^a   Wolf, Michael ^b  

^a Credit Suisse group   (Switzerland)

^b UNIVERSITY OF ZURICH   (Switzerland)

Author keywords

Bootstrap; HAC inference; Sharpe ratio

Indexed keywords

EID: 52249094188     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2008.03.002     Document Type: Article

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