Sharpe Ratio Shrinkage
Andrea Vedolin (Boston University, United States)
- Erasmus Econometric Institute Series
Andrea Vedolin (Boston University, United States)
Robert Miller (Carnegie Mellon University, United States)
Victor Chernozhukov (MIT, United States)
Nazarii Salish (Universidad Carlos III de Madrid, Spain)
Claudia Noack (University of Oxford, United Kingdom)
Matheu Rosenbaum (Ecole Polytechnique, France)
Caio Almeida (Princeton University, United States)
Bruno Ferman (Sao Paulo School of Economics, Brazil)
Jesper Bang Mikkelsen (Aarhus Universitet, Denmark)