The Statistics of Sharpe Ratios
- 期刊名称Financial Analysts Journal
- 作者Andrew W. Lo
- 卷第58卷
- 期第4期
- 印刷ISSN0015-198X
- 文件大小2314.70KB
- 发表时间2002-0708
- DOI10.2307/4480405
- 页码36-52
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