Further Evidence on the Approximation of Confidence Intervals for Sharpe Style Weights: The Case of Australian Listed Managed Funds

Author

Kok Fai PHOON, Singapore Management UniversityFollow
John Watson, Monash University
Jayasinghe Wickramanayake, Monash University

Publication Type

Journal Article

Version

publishedVersion

Publication Date

2-2008

Keywords

managed funds, Return Based Style Analysis, asset allocation, confidence intervals

Discipline

Finance and Financial Management | Portfolio and Security Analysis

Research Areas

Finance

Publication

Investment Management and Financial Innovations

Volume

5

Issue

2

First Page

57

Last Page

72

ISSN

1810-4967

Publisher

Business Perspectives

Citation

PHOON, Kok Fai; Watson, John; and Wickramanayake, Jayasinghe. Further Evidence on the Approximation of Confidence Intervals for Sharpe Style Weights: The Case of Australian Listed Managed Funds. (2008). Investment Management and Financial Innovations. 5, (2), 57-72.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/1514

Creative Commons License

This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.

Additional URL

https://businessperspectives.org/journals_free/imfi/2008/imfi_en_2008_02_Phoon.pdf