How Much Confidence Do We Have in Sharpe Ratio? Evidence Based on the Australian Listed Managed Fund Industry

Author

Kok Fai PHOON, Singapore Management UniversityFollow
J. Watson, Monash University
J. Wickramanayake, Monash University

Publication Type

Conference Paper

Publication Date

3-2006

Discipline

Finance and Financial Management

Research Areas

Finance

Publication

Midwest Finance Association Annual Meeting, March 23 - 25, 2006, Chicago

City or Country

Chicago, IL

Citation

PHOON, Kok Fai; Watson, J.; and Wickramanayake, J.. How Much Confidence Do We Have in Sharpe Ratio? Evidence Based on the Australian Listed Managed Fund Industry. (2006). Midwest Finance Association Annual Meeting, March 23 - 25, 2006, Chicago.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/1522