Back to photostream

arxiv_art

excess_num_records_alpha4_tstat_mu0.001-pdf-000001

Moment-free Sharpe ratio estimation from total drawdown durations. Challet arxiv.org/abs/1505.01333 #stat

78 views
0 faves
0 comments
Uploaded on October 27, 2015

excess_num_records_alpha4_tstat_mu0.001-pdf-000001

Moment-free Sharpe ratio estimation from total drawdown durations. Challet arxiv.org/abs/1505.01333 #stat

78 views
0 faves
0 comments
Uploaded on October 27, 2015
All rights reserved