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 / author: Zhi-Dong Bai / rank | |||
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| Property / Mathematics Subject Classification ID: 62F03 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C60 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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| Property / zbMATH DE Number: 5932063 / rank | |||
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| Property / zbMATH Keywords | |||
coefficient of variation | |||
| Property / zbMATH Keywords: coefficient of variation / rank | |||
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Sharpe ratio | |||
| Property / zbMATH Keywords: Sharpe ratio / rank | |||
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uniformly most powerful unbiased test | |||
| Property / zbMATH Keywords: uniformly most powerful unbiased test / rank | |||
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Revision as of 13:06, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The mean-variance ratio test -- a complement to the coefficient of variation test and the Sharpe ratio test |
scientific article |
Statements
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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