Interval estimation for the Sharpe Ratio when returns are not i.i.d. with special emphasis on the GARCH(1, 1) process with symmetric innovations. - Lucio De Capitani (Stat. Methods Appl., 2012)

Interval Estimation for the Sortino Ratio and the Omega Ratio. - Lucio De Capitani (Commun. Stat. Simul. Comput., 2014)

Reproducibility Probability Estimation and RP-Testing for Some Nonparametric Tests. - Lucio De Capitani; Daniele De Martini (Entropy, 2016)