A note on the Sharpe ratio for a class of generalized stochastic volatility processes

Please use this identifier to cite or link to this item: http://ir.sinica.edu.tw/handle/201000000A/41351

Title:	A note on the Sharpe ratio for a class of generalized stochastic volatility processes
Authors:	Ho, Hwai-Chung Yang, Peiyu
Issue Date:	2007-12-01
Relation:	Journal of the Chinese Statistical Association 45(4), 340-354
URI:	http://ir.sinica.edu.tw/handle/201000000A/41351
URL:	http://www.airitilibrary.com/Publication/alPublicationJournal?PublicationID=05296528&IssueID=61014
Appears in Collections:	統計科學研究所

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