The Shrinkage Adjusted Sharpe Ratio: An Improved Method for Mutual Fund Selection
M Levy, R Roll - The Journal of Investing, 2023 - pm-research.com
In the summer of 1991, the first issue of The Journal of Fixed Income was published. More
than 900 articles have been published in the journal since then, educating market …
than 900 articles have been published in the journal since then, educating market …
Contributions of The Journal of Fixed Income to Fixed-Income Analytics.
FJ Fabozzi - Journal of Fixed Income, 2022 - search.ebscohost.com
In the summer of 1991, the first issue of The Journal of Fixed Income was published. More
than 900 articles have been published in the journal since then, educating market …
than 900 articles have been published in the journal since then, educating market …
[BOOK][B] Leptokurtic distributions and tests of distributional assumptions in extracting probabilistic information from interest rate options
KK Dutta - 2002 - search.proquest.com
The methods developed for pricing interest rate options can be classified into two broad
categories:(i) modeling the interest rate by modeling the factors that cause interest rate …
categories:(i) modeling the interest rate by modeling the factors that cause interest rate …