Original language | English |
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Pages (from-to) | 103-115 |
Journal | The Journal of Risk |
Volume | 7 |
Issue number | 4 |
Publication status | Published - 2005 |
Bias and consistency of the maximum Sharpe ratio
Ross Maller, Ross Maller, Robert Durand, Peter L. Lee
Research output: Contribution to journal › Article › peer-review