Bayesian Estimation for Sharpe Ratios Under Selection Bias
London-Oxford-Warwick Workshop Jan 2025, Oxford, United Kingdom
Talks
Bayesian Estimation for Sharpe Ratios Under Selection Bias
Quantitative Methods in Finance 2024, Sydney, Australia
In-Sample and Out-of-Sample Sharpe Ratios in Linear Models
12th Bachelier World Congress of the Bachelier Finance Society, Rio de Janeiro, Brazil