Title: Performance Hypothesis Testing with the Sharpe and Treynor Measures
Abstract: The Journal of FinanceVolume 36, Issue 4 p. 889-908 Article Performance Hypothesis Testing with the Sharpe and Treynor Measures J. D. JOBSON, J. D. JOBSONSearch for more papers by this authorBOB M. KORKIE, BOB M. KORKIESearch for more papers by this author J. D. JOBSON, J. D. JOBSONSearch for more papers by this authorBOB M. KORKIE, BOB M. KORKIESearch for more papers by this author First published: September 1981 https://doi.org/10.1111/j.1540-6261.1981.tb04891.xCitations: 429 We thank Steve Beveridge and Richard Roll for their helpful comments. Read the full textAboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinkedInRedditWechat Citing Literature Volume36, Issue4September 1981Pages 889-908 RelatedInformation
Publication Year: 1981
Publication Date: 1981-09-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 114
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