Pages that link to "Item:Q553013"
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The following pages link to The mean-variance ratio test -- a complement to the coefficient of variation test and the Sharpe ratio test (Q553013):
Displaying 4 items.
- Testing equality of shape parameters in several inverse Gaussian populations (Q464398) (← links)
- An improved estimation to make Markowitz's portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment (Q1926915) (← links)
- Small-sample tests for the equality of two normal cumulative probabilities, coefficients of variation, and Sharpe ratios (Q2320931) (← links)
- Comparing ratios of the mean to a power of variance in two samples via self-normalized test statistics (Q5077220) (← links)
