Noise Fit, Estimation Error and a Sharpe Information Criterion
2016 ◽
Vol 63
(6)
◽
pp. 333-342
Keyword(s):
1990 ◽
Vol 29
(03)
◽
pp. 200-204
◽
2009 ◽
Vol E92-B
(5)
◽
pp. 1553-1562
2019 ◽
Vol 75
(2)
◽
pp. I_193-I_198