References

Lo, Andrew W. 2002. “The Statistics of Sharpe Ratios.” Financial Analysts Journal 58 (4): 36–52.
Lukacs, Eugene. 1942. “A Characterization of the Normal Distribution.” Annals of Mathematical Statistics 13 (1): 91–93.
Sheppard, Kevin. 2021. “Financial Econometrics Notes.”
Wackerly, Dennis D., William Mendenhall, and Richard L. Scheaffer. 2008. Mathematical Statistics with Applications. 7th ed. Belmont, CA: Thomson Brooks/Cole.
Welch, Bernard L. 1947. “The Generalization of ‘Student’s’ Problem When Several Different Population Variances Are Involved.” Biometrika 34 (1–2): 28–35.