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Bayesian portfolio mean-variance efficiency test with Sharpe ratio’s sampling error. (English) Zbl 1451.91177

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 3241-3261 (2021).
MSC:  91G10 62P05 62F15
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