Approximating the Confidence Intervals for Sharpe Style...

Approximating the Confidence Intervals for Sharpe Style Weights

Lobosco, Angelo, DiBartolomeo, Dan
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Volume:
53
Journal:
Financial Analysts Journal
DOI:
10.2469/faj.v53.n4.2103
Date:
July, 1997
File:
PDF, 303 KB
1997
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