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st: St: Sharpe Ratio
From
"Rida Zaidi" <[email protected]>
To
[email protected]
Subject
st: St: Sharpe Ratio
Date
Sat, 3 Jun 2006 12:44:06 +0100
I am trying to do some statistical testing using sharpe ratios, however the
standard test statistics do not hold. Does stata or has anyone else ever
programmed computation of t-tests for sharpe ratios?
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