Pages that link to "Item:Q5460662"
From MaRDI portal
The following pages link to A Re‐Examination of Sharpe's Ratio for Log‐Normal Prices (Q5460662):
Displaying 7 items.
- Inference for the difference of two independent KS Sharpe ratios under lognormal returns (Q826359) (← links)
- Asymptotics of the sample coefficient of variation and the sample dispersion (Q1039473) (← links)
- A robust Sharpe ratio (Q2061748) (← links)
- Domains of attraction of the random vector (<i>X</i>, <i>X</i> <sup>2</sup>) and applications (Q3498584) (← links)
- Influence diagnostics on the coefficient of variation of elliptically contoured distributions (Q5124779) (← links)
- Estimation of the coefficient of variation for non-normal model using progressive first-failure-censoring data (Q5127134) (← links)
- The efficiency of run rules schemes for the multivariate coefficient of variation in short runs process (Q5866134) (← links)
