@article{publication-500, author={Ledoit, Olivier and Wolf, Michael}, doi={10.1016/j.jempfin.2008.03.002}, issn={0927-5398}, journal={Journal of Empirical Finance}, number=5, pages={850-859}, publisher={Elsevier}, title={Robust performance hypothesis testing with the Sharpe ratio}, volume=15, year=2008, }