Portfolio performance : the case of serial autocorrelation
TESIS PARA OPTAR AL GRADO DE MAGISTER EN FINANZAS === The use of the Sharpe ratio for the measurement of the performance of the financial assets is widely generalized, although there is empirical evidence of serious problems with the assumptions behind the distribution functions. This paper explor...
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| Language: | en |
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Universidad de Chile
2018
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| Online Access: | http://repositorio.uchile.cl/handle/2250/147682 |