Approximating the Confidence Intervals for Sharpe Style Weights
- 1 July 1997
- journal article
- Published by Taylor & Francis in CFA Magazine
- Vol. 53 (4) , 80-85
- https://doi.org/10.2469/faj.v53.n4.2103
Abstract
No abstract availableThis publication has 3 references indexed in Scilit:
- Equity Style ClassificationsThe Journal of Portfolio Management, 1995
- “Equity Style Classifications”The Journal of Portfolio Management, 1995
- Asset allocationThe Journal of Portfolio Management, 1992