Econometric Modeling to Measure the Efficiency of Sharpe's Ratio with Strong Autocorrelation Portfolios

Karime Chahuán-Jiménez, Rolando Rubilar-Torrealba, Hanns de la Fuente Mella. Econometric Modeling to Measure the Efficiency of Sharpe's Ratio with Strong Autocorrelation Portfolios. Complexity, 2022, 2022. [doi]

Abstract

Abstract is missing.