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
| 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; zbMATH DE number 5932063 |
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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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