Research and publications
An Alternative Route to Performance Hypothesis Testing
A wide variety of risk–return ratios is routinely reported in sales pitches as well as academic publications. Few attempts have been made, however, to look at the small sample distributions of these estimators in order to derive confidence bands. The reason for this has been the extreme difficulty of working out the required statistics for most risk–return ratios.
Author(s):
Bernhard Scherer
Summary:
A wide variety of risk–return ratios is routinely reported in sales pitches as well as academic publications. Few attempts have been made, however, to look at the small sample distributions of these estimators in order to derive confidence bands. The reason for this has been the extreme difficulty of working out the required statistics for most risk–return ratios.
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Register/Log in| Type : | Working paper |
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| Date : | 18/11/2009 |
| Keywords : |
Performance |
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