Computing moments of ratios of quadratic forms in normal variables
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- Broda, S. & Paolella, M.S., 2009. "Evaluating the density of ratios of noncentral quadratic forms in normal variables," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 1264-1270, February.
- Broda, Simon & Carstensen, Kai & Paolella, Marc S., 2007. "Bias-adjusted estimation in the ARX(1) model," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3355-3367, April.
- Rukhin, Andrew L., 2009. "Identities for negative moments of quadratic forms in normal variables," Statistics & Probability Letters, Elsevier, vol. 79(8), pages 1004-1007, April.
- Kourtis, Apostolos, 2016. "The Sharpe ratio of estimated efficient portfolios," Finance Research Letters, Elsevier, vol. 17(C), pages 72-78.
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