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Performance Hypothesis Testing with the Sharpe and Treynor Measures

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Author Info
Jobson, J D
Korkie, Bob M
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Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 36 (1981)
Issue (Month): 4 (September)
Pages: 889-908
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Handle: RePEc:bla:jfinan:v:36:y:1981:i:4:p:889-908

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