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Curto, J. & Pinto, J. (2006). The generalized method of moments: an application to the sharpe ratio. Temas em Métodos Quantitativos. 5, 119-132
J. J. Curto and J. C. Pinto, "The generalized method of moments: an application to the sharpe ratio", in Temas em Métodos Quantitativos, no. 5, pp. 119-132, 2006
@article{curto2006_1775258880386,
author = "Curto, J. and Pinto, J.",
title = "The generalized method of moments: an application to the sharpe ratio",
journal = "Temas em Métodos Quantitativos",
year = "2006",
volume = "",
number = "5",
pages = "119-132",
url = ""
}
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