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Comparing Sharpe Ratios: So Where are the p-values?. Opdyke -- JSM2006 - Activity 468.pdf · DataMIneItSM ©J.D. Opdyke Page 1 of 47 Comparing Sharpe Ratios: So Where are the p-values?
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Comparing Sharpe Ratios: So Where are the p-values? Ratio Comparisons - J.D. Opdyke... · Comparing Sharpe Ratios: So Where are the p-values? ... e R T is the sample standard
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December 2017 What Do We Mean When We Talk About …getting a good deal—a bargain of some kind. Clearly, just comparing P/E ratios and calling the stocks with the lowest P/E ratios
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Comparing Sharpe Ratios: So Where are the p-values?datamineit.com/Sharpe Ratio Comparisons - J.D... · Comparing Sharpe Ratios: So Where are the p-values? J.D. OPDYKE* Until recently,