Concepedia

Performance Hypothesis Testing with the Sharpe and Treynor Measures

J. D. Jobson, Bob Korkie

The Journal of Finance · 1981 · 134 citations · 0 references

Concepts

BusinessBiostatisticsPerformance AnalysisPerformance MeasurementStatisticsHypothesis TestingInferential StatisticsPerformance EvaluationPerformance MeasuresPerformance MetricsStatistical AnalysisStatistical BenchmarkingTreynor Ratio