Research output per year
Research output per year
Search results
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2024
Bayesian Portfolio Mean-Variance Efficiency Test with Sampling Error of Sharpe Ratio
Kao, L.-J., Soo, H. C. & Lee, C. F., 2024, Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives. World Scientific, p. 3077-3098 22 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter
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2020
Bayesian portfolio mean-variance efficiency test with sharpe ratio’s sampling error
Kao, L.-J., Soo, H. C. & Lee, C. F., 2020, Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning. World Scientific Publishing, Vol. 3. p. 3241-3261 21 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter
1 Citation (Scopus)