The mean-variance ratio test--A complement to the coefficient of variation test and the Sharpe ratio test

No abstract is available for this paper.

• Publication year

  2011

• Venue

  Statistics & Probability Letters

• Publication date

  2011-08-01

• Fields of study

  Mathematics, Economics

• Identifiers
  DOI 10.1016/J.SPL.2011.02.035
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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