The mean-variance ratio test -- a complement to the coefficient of variation test and the Sharpe ratio test (Q553013): Difference between revisions

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+A note on sequential estimation of the size of a population under a general loss function
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+A paradox in least-squares estimation of linear regression models
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+ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY
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+Asymptotic properties of eigenmatrices of a large sample covariance matrix
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+Gains from diversification on convex combinations: a majorization and stochastic dominance approach
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+Autoregressive conditional heteroskedasticity and changes in regime
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+The Efficiency Analysis of Choices Involving Risk
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+Q3747485
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+Consistent Testing for Stochastic Dominance under General Sampling Schemes
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+Stochastic dominance and mean-variance measures of profit and loss for business planning and investment
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+Estimating parameters in autoregressive models with asymmetric innovations
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+Preferences over location-scale family
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