文件名称：Performance hypothesis testing with the Sharpe and Treynor measures.pdf
文件大小：1.03MB
文件格式：PDF
更新时间：2023-10-20 09:22:13
SR
Jobson, J. , & Korkie, B. (1981). Performance hypothesis testing with the Sharpe and Treynor measures. Journal of Finance, 36 (4), 889–908 .