Browsing LAMSADE (UMR CNRS 7243) by Subject "C.C1.C12"

Now showing items 1-3 of 3

Connecting Sharpe ratio and Student t-statistic, and beyond

Benhamou, Eric (2018) Document de travail / Working paper
Incremental Sharpe and other performance ratios

Benhamou, Éric; Guez, Beatrice (2018) Article accepté pour publication ou publié
Testing Sharpe ratio: luck or skill ?

Benhamou, Éric; Saltiel, David; Guez, Beatrice; Paris, Nicolas (2020) Document de travail / Working paper