Steven E. Pav | DeepAI

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research

∙ 05/13/2020

Inference on Achieved Signal Noise Ratio

We describe a procedure to perform approximate inference on the achieved...

0 Steven E. Pav, et al. ∙

research

∙ 06/03/2019

Conditional inference on the asset with maximum Sharpe ratio

We apply the procedure of Lee et al. to the problem of performing infere...

0 Steven E. Pav, et al. ∙