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Title: RobustSharpeTest Download
 Description: Test whether the difference of two Sharpe ratios is statistically significant. No normality assumption needed, the bootstrap approach approximates the data-generating process.
 Downloaders recently: [More information of uploader dan.wunderli]
 To Search: bootstrap matlab
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  • [NioHttpSvr.tar] - nio' s main role is to solve the spee
File list (Check if you may need any files): 
RobustSharpeTest
................\.DS_Store
................\andmon6cvm2.m
................\ar2.m
................\bsstats11.m
................\cbb_seq.m
................\critvalues1.m
................\mlag.m
................\ols.m
................\optimalblrobustSharpe.m
................\quantileR.m
................\ReadMe.txt
................\retagg.csv
................\rethedge.csv
................\robustSharpe.m
................\sbbseq.m
................\trimr.m
................\vare2.m

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