Asymptotic statistics and spline functions
In this thesis, two topics in asymptotic statistics and spline functions are studied. === The first one is a study of testing the equality of Sharpe ratios. We compare two approaches to testing for the equality of many Sharpe ratios: the multivariate test of Wright et al. (2014) and Ledoit and Wolf&...
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| Format: | Others |
| Language: | English Chinese |
| Published: |
2014
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| Online Access: | http://repository.lib.cuhk.edu.hk/en/item/cuhk-1291260 |