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Further evidence on the approximation of confidence intervals for Sharpe style weights: the case of Australian listed managed funds

Further evidence on the approximation of confidence intervals for Sharpe style weights: the case of Australian listed managed funds

Bibliographic Details
Main Authors: Kok Fai Phoon, John Watson, Jayasinghe Wickramanayake
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2008-06-01
Series:Investment Management & Financial Innovations
Online Access:https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/2208/imfi_en_2008_02_Phoon.pdf
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Internet

https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/2208/imfi_en_2008_02_Phoon.pdf

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