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Bridge over ocean
1 September 2003 Financial Analysts Journal Volume 59, Issue 5

“The Statistics of Sharpe Ratios”: Author's Response

  1. Andrew W. Lo

This material comments on “The Statistics of Sharpe Ratios”.

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Publisher Information
Association for Investment Management and Research 1 pages doi.org/10.2469/faj.v59.n5.2557 ISSN/ISBN: 0015-198X