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Performance Hypothesis Testing with the Sharpe and Treynor Measures
Home
Publications
Performance Hypothesis Testing with the Sharpe and Treynor Measures
Performance Hypothesis Testing with the Sharpe and Treynor Measures
JJ
J. D. Jobson
J. D. Jobson
BK
Bob M. Korkie
Bob M. Korkie
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1 September 1981
journal article
Published by
JSTOR
in
The Journal of Finance
Vol. 36
(4)
,
889-908
https://doi.org/10.2307/2327554
Abstract
No abstract available
Keywords
SHARPE
TREYNOR MEASURES
PERFORMANCE HYPOTHESIS TESTING
Cited by 100 articles