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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Property / full work available at URL: https://doi.org/10.1016/j.spl.2011.02.035 / rank
 
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Latest revision as of 07:48, 4 July 2024

scientific article
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The mean-variance ratio test -- a complement to the coefficient of variation test and the Sharpe ratio test
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    The mean-variance ratio test -- a complement to the coefficient of variation test and the Sharpe ratio test (English)
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    26 July 2011
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    coefficient of variation
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    Sharpe ratio
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    uniformly most powerful unbiased test
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