These are *.rds and *.R files that are the data and code that were used to perform the calculations and prepare the figures for the article Revisiting Hypothesis Testing With the Sharpe Ratio. Here is

Mendeley Data50

Revisiting Hypothesis Testing With the Sharpe Ratio

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统计检验

NIAID Data Ecosystem40

Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds

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养老基金分析

This paper combines the use of portfolio holdings data and conditioning information to create a new performance measure. Our conditional weight-based measure has several advantages. Using conditioning

NBER2002-02-01 更新80

Evidence of Uniform Inefficiency in Market Portfolios Based on Dominance Tests

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随机优势检验

We find stochastic uniform inefficiency of many widely held (active) portfolios and fund strategies relative to popular benchmarks. Uniformity provides robust findings over general classes of utility

NIAID Data Ecosystem50

Dataset excess return by senators

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