Assets performance testing with the mean-variance ratio statistics

Master's

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Bibliographic Details
Main Author:	WANG KEYAN
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Theses and Dissertations
Language:	English
Published:	2010
Subjects:	Sharpe ratio, performance, Normal, mean-variance, UMPU, CTA funds
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/15572
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Institution:	National University of Singapore
Language:	English

id	sg-nus-scholar.10635-15572
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spelling	sg-nus-scholar.10635-155722015-01-16T17:28:03Z Assets performance testing with the mean-variance ratio statistics WANG KEYAN STATISTICS & APPLIED PROBABILITY BAI ZHIDONG WONG WING KEUNG Sharpe ratio, performance, Normal, mean-variance, UMPU, CTA funds Master's MASTER OF SCIENCE 2010-04-08T10:54:59Z 2010-04-08T10:54:59Z 2006-11-08 Thesis WANG KEYAN (2006-11-08). Assets performance testing with the mean-variance ratio statistics. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/15572 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	Sharpe ratio, performance, Normal, mean-variance, UMPU, CTA funds
spellingShingle	Sharpe ratio, performance, Normal, mean-variance, UMPU, CTA funds WANG KEYAN Assets performance testing with the mean-variance ratio statistics
description	Master's
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY WANG KEYAN
format	Theses and Dissertations
author	WANG KEYAN
author_sort	WANG KEYAN
title	Assets performance testing with the mean-variance ratio statistics
title_short	Assets performance testing with the mean-variance ratio statistics
title_full	Assets performance testing with the mean-variance ratio statistics
title_fullStr	Assets performance testing with the mean-variance ratio statistics
title_full_unstemmed	Assets performance testing with the mean-variance ratio statistics
title_sort	assets performance testing with the mean-variance ratio statistics
publishDate	2010
url	http://scholarbank.nus.edu.sg/handle/10635/15572
_version_	1681079217206329344

Assets performance testing with the mean-variance ratio statistics

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