Estimating mean-standard deviation ratios of financial data (Q5126978)
From MaRDI portal
scientific article; zbMATH DE number 7263498
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating mean-standard deviation ratios of financial data |
scientific article; zbMATH DE number 7263498 |
Statements
Estimating mean-standard deviation ratios of financial data (English)
0 references
21 October 2020
0 references
return-risk ratio
0 references
increasing dimension asymptotics
0 references
coefficient of variation
0 references
arbitrage pricing theory model
0 references
0 references
