An Intersection–Union Test for the Sharpe Ratio

Gabriel Frahm

Open source

DOI: 10.3390/risks6020040
Published: 2018-04-19
Container: Risks
Publisher: MDPI AG
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.3390/risks6020040,
  title = {An Intersection–Union Test for the Sharpe Ratio},
  author = {Gabriel Frahm},
  year = {2018},
  journal = {Risks},
  doi = {10.3390/risks6020040},
  url = {https://doi.org/10.3390/risks6020040}
}

RIS

TY  - JOUR
TI  - An Intersection–Union Test for the Sharpe Ratio
AU  - Gabriel Frahm
PY  - 2018
JO  - Risks
DO  - 10.3390/risks6020040
UR  - https://doi.org/10.3390/risks6020040
ER  -

APA

Frahm, G. (2018). An Intersection–Union Test for the Sharpe Ratio. Risks. https://doi.org/10.3390/risks6020040

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crossref · retrieved 2026-11-10T09:26:13.425Z