The Statistics of Sharpe Ratios

2002/07/01 by Andrew W. Lo · 7 citations

paper · doi:10.2469/faj.v58.n4.2453

crossref issued 2002/07/01 · crossref published 2002/07/01 · crossref published-print 2002/07/01 · crossref created 2006/02/27 · crossref published-online 2019/01/02 · crossref deposited 2020/04/12 · crossref indexed 2026/07/30

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