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the sharpe ratio efficient frontier.pdf

上传者: 2020-10-02 22:44:16上传 PDF文件 2.11MB 热度 16次
The Sharpe ratio (Sharpe 1992) is one industry standard for measuring the absolute risk adjusted performance of hedge funds. This function performs the testing of Sharpe ratio difference for two funds using the approach by Ledoit and Wolf (2002).
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