Conditionally fitted Sharpe performance with an application to hedge fund rating

✍ Scribed by Serge Darolles; Christian Gourieroux

• Book ID: 116615480
• Publisher: Elsevier Science
• Year: 2010
• Tongue: English
• Weight: 354 KB
• Volume: 34
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/j.jbankfin.2009.08.025