Moment-Free Estimation of Sharpe Ratios. An efficient moment-free estimator of the Sharpe ratio, or signal-to-noise ratio, for heavy-tailed data (see <arXiv:1505.01333>).
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curl https://depscope.dev/api/check/cran/sharpeRratioFirst published · 2022-07-05 16:08:33
Last updated · 2022-07-05T13:20:02+00:00