The mean-variance ratio test -- a complement to the coefficient of variation test and the Sharpe ratio test (Q553013)
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scientific article; zbMATH DE number 5932063
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| English | The mean-variance ratio test -- a complement to the coefficient of variation test and the Sharpe ratio test |
scientific article; zbMATH DE number 5932063 |
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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0.8177391886711121
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0.7760027050971985
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0.767332136631012
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0.7644225358963013
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