Browsing "Faculty of Science" by Author wright, ja

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Showing results 1 to 3 of 3
TitleAuthor(s)Issue Date
 
A test for the equality of multiple Sharpe ratios
Journal:The Journal of Risk
Wright, JAYam, SCPYung, SP
2014
 
A mixed Sharpe ratio
Proceeding/Conference:Risk and Decision Analysis
Wong, WKWright, JAYam, SCPYung, SP
2012
 
On the probability of completeness for large markets
Journal:Japan Journal of Industrial and Applied Mathematics
Wright, JAYam, PSCYang, H
2011
Showing results 1 to 3 of 3