Conditionally fitted Sharpe performance with an application...

Conditionally fitted Sharpe performance with an application to hedge fund rating

Serge Darolles, Christian Gourieroux
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Volume:
34
Year:
2010
Language:
english
DOI:
10.1016/j.jbankfin.2009.08.025
File:
PDF, 354 KB
english, 2010
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