Inference for the Sharpe Ratio Using a Likelihood-Based Approach

by Ying Liu, Marie Rekkas, Augustine Wong
Published 2012-01-01

Adjusted Empirical Likelihood Method in the Presence of Nuisance Parameters with Application to the Sharpe Ratio

by Yuejiao Fu, Hangjing Wang, Augustine Wong
Published 2018-04-01

A Penalized Likelihood Approach to Parameter Estimation with Integral Reliability Constraints

by Barry Smith, Steven Wang, Augustine Wong, Xiaofeng Zhou
Published 2015-06-01