Sharpe ratios in term structure models
GR Duffee - 2011 - econstor.eu
Conditional maximum Sharpe ratios implied by fully flexible four-factor and five-factor
Gaussian term structure models are astronomically high. Estimation of term structure models …
Gaussian term structure models are astronomically high. Estimation of term structure models …
[PDF][PDF] Sharpe ratios in term structure models
GR Duffee - pages.stern.nyu.edu
Conditional maximum Sharpe ratios implied by fully flexible four-factor and five-factor
Gaussian term structure models are astronomically high. Estimation of term structure models …
Gaussian term structure models are astronomically high. Estimation of term structure models …
[PDF][PDF] Sharpe ratios in term structure models
GR Duffee - core.ac.uk
Conditional maximum Sharpe ratios implied by fully flexible four-factor and five-factor
Gaussian term structure models are astronomically high. Estimation of term structure models …
Gaussian term structure models are astronomically high. Estimation of term structure models …
[PDF][PDF] Sharpe ratios in term structure models
GR Duffee - conference.nber.org
Conditional maximum Sharpe ratios implied by fully flexible four-factor and five-factor
Gaussian term structure models are astronomically high. Estimation of term structure models …
Gaussian term structure models are astronomically high. Estimation of term structure models …
Sharpe ratios in term structure models
G Duffee - 2010 - ideas.repec.org
Conditional maximum Sharpe ratios implied by fully flexible four-factor and five-factor
Gaussian term structure models are astronomically high. Estimation of term structure models …
Gaussian term structure models are astronomically high. Estimation of term structure models …
[PDF][PDF] Sharpe ratios in term structure models
GR Duffee - users.nber.org
Conditional maximum Sharpe ratios implied by fully flexible four-factor and five-factor
Gaussian term structure models are astronomically high. Estimation of term structure models …
Gaussian term structure models are astronomically high. Estimation of term structure models …
[PDF][PDF] Sharpe ratios in term structure models
GR Duffee - Citeseer
Conditional maximum Sharpe ratios implied by fully flexible four-factor and five-factor
Gaussian term structure models are astronomically high. Estimation of term structure models …
Gaussian term structure models are astronomically high. Estimation of term structure models …
Sharpe ratios in term structure models
G Duffee - 2010 - econpapers.repec.org
Conditional maximum Sharpe ratios implied by fully flexible four-factor and five-factor
Gaussian term structure models are astronomically high. Estimation of term structure models …
Gaussian term structure models are astronomically high. Estimation of term structure models …
[PDF][PDF] Sharpe ratios in term structure models
GR Duffee - econ2.jhu.edu
Conditional maximum Sharpe ratios implied by fully flexible four-factor and five-factor
Gaussian term structure models are astronomically high. Estimation of term structure models …
Gaussian term structure models are astronomically high. Estimation of term structure models …
[PDF][PDF] Sharpe ratios in term structure models
GR Duffee - pages.stern.nyu.edu
Conditional maximum Sharpe ratios implied by fully flexible four-factor and five-factor
Gaussian term structure models are astronomically high. Estimation of term structure models …
Gaussian term structure models are astronomically high. Estimation of term structure models …