The performance of commodity trading advisors: A mean-variance-ratio test approach
10.1016/j.najef.2012.06.010
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sg-nus-scholar.10635-1054272024-11-08T23:32:05Z The performance of commodity trading advisors: A mean-variance-ratio test approach Bai, Z. Phoon, K.F. Wang, K. Wong, W.-K. STATISTICS & APPLIED PROBABILITY Fund management Hypothesis testing Sharpe ratio Uniformly most powerful unbiased test 10.1016/j.najef.2012.06.010 North American Journal of Economics and Finance 25 188-201 2014-10-28T05:15:58Z 2014-10-28T05:15:58Z 2013-08 Article Bai, Z., Phoon, K.F., Wang, K., Wong, W.-K. (2013-08). The performance of commodity trading advisors: A mean-variance-ratio test approach. North American Journal of Economics and Finance 25 : 188-201. ScholarBank@NUS Repository. https://doi.org/10.1016/j.najef.2012.06.010 10629408 http://scholarbank.nus.edu.sg/handle/10635/105427 000321022200012 Scopus |
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National University of Singapore |
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NUS Library |
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Asia |
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Singapore Singapore |
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ScholarBank@NUS |
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Fund management Hypothesis testing Sharpe ratio Uniformly most powerful unbiased test |
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Fund management Hypothesis testing Sharpe ratio Uniformly most powerful unbiased test Bai, Z. Phoon, K.F. Wang, K. Wong, W.-K. The performance of commodity trading advisors: A mean-variance-ratio test approach |
| description |
10.1016/j.najef.2012.06.010 |
| author2 |
STATISTICS & APPLIED PROBABILITY |
| author_facet |
STATISTICS & APPLIED PROBABILITY Bai, Z. Phoon, K.F. Wang, K. Wong, W.-K. |
| format |
Article |
| author |
Bai, Z. Phoon, K.F. Wang, K. Wong, W.-K. |
| author_sort |
Bai, Z. |
| title |
The performance of commodity trading advisors: A mean-variance-ratio test approach |
| title_short |
The performance of commodity trading advisors: A mean-variance-ratio test approach |
| title_full |
The performance of commodity trading advisors: A mean-variance-ratio test approach |
| title_fullStr |
The performance of commodity trading advisors: A mean-variance-ratio test approach |
| title_full_unstemmed |
The performance of commodity trading advisors: A mean-variance-ratio test approach |
| title_sort |
performance of commodity trading advisors: a mean-variance-ratio test approach |
| publishDate |
2014 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/105427 |
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1821212409425035264 |