The mean-variance ratio test-A complement to the coefficient of variation test and the Sharpe ratio test
10.1016/j.spl.2011.02.035
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sg-nus-scholar.10635-1054242023-09-21T20:12:03Z The mean-variance ratio test-A complement to the coefficient of variation test and the Sharpe ratio test Bai, Z. Wang, K. Wong, W.-K. STATISTICS & APPLIED PROBABILITY Coefficient of variation Hypothesis testing Mean-variance ratio Sharpe ratio Uniformly most powerful unbiased test 10.1016/j.spl.2011.02.035 Statistics and Probability Letters 81 8 1078-1085 SPLTD 2014-10-28T05:15:54Z 2014-10-28T05:15:54Z 2011-08 Article Bai, Z., Wang, K., Wong, W.-K. (2011-08). The mean-variance ratio test-A complement to the coefficient of variation test and the Sharpe ratio test. Statistics and Probability Letters 81 (8) : 1078-1085. ScholarBank@NUS Repository. https://doi.org/10.1016/j.spl.2011.02.035 01677152 http://scholarbank.nus.edu.sg/handle/10635/105424 000292232700025 Scopus |
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Singapore Singapore |
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Coefficient of variation Hypothesis testing Mean-variance ratio Sharpe ratio Uniformly most powerful unbiased test |
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Coefficient of variation Hypothesis testing Mean-variance ratio Sharpe ratio Uniformly most powerful unbiased test Bai, Z. Wang, K. Wong, W.-K. The mean-variance ratio test-A complement to the coefficient of variation test and the Sharpe ratio test |
| description |
10.1016/j.spl.2011.02.035 |
| author2 |
STATISTICS & APPLIED PROBABILITY |
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STATISTICS & APPLIED PROBABILITY Bai, Z. Wang, K. Wong, W.-K. |
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Article |
| author |
Bai, Z. Wang, K. Wong, W.-K. |
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Bai, Z. |
| title |
The mean-variance ratio test-A complement to the coefficient of variation test and the Sharpe ratio test |
| title_short |
The mean-variance ratio test-A complement to the coefficient of variation test and the Sharpe ratio test |
| title_full |
The mean-variance ratio test-A complement to the coefficient of variation test and the Sharpe ratio test |
| title_fullStr |
The mean-variance ratio test-A complement to the coefficient of variation test and the Sharpe ratio test |
| title_full_unstemmed |
The mean-variance ratio test-A complement to the coefficient of variation test and the Sharpe ratio test |
| title_sort |
mean-variance ratio test-a complement to the coefficient of variation test and the sharpe ratio test |
| publishDate |
2014 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/105424 |
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