Effect of sampling frequency on sharpe ratio - Bias induced by autocorrelation and daily sampling -



Title:	Effect of sampling frequency on sharpe ratio - Bias induced by autocorrelation and daily sampling -
Author(s):	Partanen, Emilia
Date:	2006
Language:	en
Department:	Laskentatoimen ja rahoituksen laitos Department of Accounting and Finance
Major/Subject:	Finance
Keywords:	laskentatoimi, rahoitus
Location:	Archive
	OEVS yes
Digitized thesis:	ask
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Permanent link to this item: http://urn.fi/URN:NBN:fi:aalto-2020111716467 Email this Export to RefWorks QR Code Print BibTex Tweet