Tests
Several statistical tests of the Sharpe ratio have been proposed. These include those proposed by Jobson & Korkie and Gibbons, Ross & Shanken.
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Famous quotes containing the word tests:
“Although she feeds me bread of bitterness,
And sinks into my throat her tiger’s tooth,
Stealing my breath of life, I will confess
I love this cultured hell that tests my youth!”
—Claude McKay (1889–1948)
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