"Econometric Modeling to Measure the Efficiency of Sharpe's Ratio with ..."

Karime Chahuán-Jiménez, Rolando Rubilar-Torrealba, Hanns de la Fuente Mella (2022)

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DOI: 10.1155/2022/5006392

access: open

type: Journal Article

metadata version: 2022-02-23

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Karime Chahuán-Jiménez, Rolando Rubilar-Torrealba, Hanns de la Fuente Mella:
Econometric Modeling to Measure the Efficiency of Sharpe's Ratio with Strong Autocorrelation Portfolios. Complex. 2022: 5006392:1-5006392:10 (2022)

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