Estimating Future Performance: The Shrinkage-Adjusted Sharpe Ratio
Crossref DOI link: https://doi.org/10.1007/978-3-031-69758-6_4
Published Online: 2024-10-02
Published Print: 2024
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Levy, Moshe
Roll, Richard
Text and Data Mining valid from 2024-01-01
Version of Record valid from 2024-01-01
Chapter History
First Online: 2 October 2024