Comparing Sharpe ratios: So where are the p-values?J.D. Opdyke2007-11-30articleJournal of Asset Management159 citationsgreenNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesFinancial Risk and Volatility ModelingRisk and Portfolio OptimizationAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 159 citations exist upstream.References1966Mutual Fund Performance1994The Sharpe Ratio2006Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns2004An econometric model of serial correlation and illiquidity in hedge fund returns1981Performance Hypothesis Testing with the Sharpe and Treynor Measures2002The Statistics of Sharpe Ratios2003Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements2002Mutual fund performance and seemingly unrelated assetsCited by2007Robust Performance Hypothesis Testing with the Sharpe Ratio2012Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and Naïve Diversification Approaches2011Sovereign wealth fund investment and the return-to-risk performance of target firms2011Returns in trading versus non-trading hours: The difference is day and night2015The market timing ability and return performance of Islamic equities: An empirical study