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

2011 ◽  
Vol 81 (8) ◽  
pp. 1078-1085 ◽  
Author(s):  
Zhidong Bai ◽  
Keyan Wang ◽  
Wing-Keung Wong
Keyword(s):  
Coefficient Of Variation ◽  
Sharpe Ratio ◽  
Ratio Test ◽  
Variance Ratio ◽  
Variance Ratio Test ◽  
The Mean ◽  
Mean Variance

Mean-Variance Ratio Test, a Complement of Coefficients of Variation Test and Sharpe Ratio Test

2010 ◽  
Author(s):  
Zhidong Bai ◽  
Keyan Wang ◽  
Wing-Keung Wong
Keyword(s):  
Sharpe Ratio ◽  
Ratio Test ◽  
Variance Ratio ◽  
Coefficients Of Variation ◽  
Variance Ratio Test ◽  
Mean Variance

An Improvement of the Sharpe-Ratio Test on Small Samples -- Mean-Variance Ratio Test

2009 ◽  
Author(s):  
Zhidong Bai ◽  
Keyan Wong ◽  
Wing-Keung Wong
Keyword(s):  
Sharpe Ratio ◽  
Small Samples ◽  
Ratio Test ◽  
Variance Ratio ◽  
Variance Ratio Test ◽  
Mean Variance

Profiteering from the Internet Bubble by Using Mean-Variance-Ratio Test

2012 ◽  
Author(s):  
Wing-Keung Wong ◽  
Yongchang Hui ◽  
Zhidong Bai
Keyword(s):  
The Internet ◽  
Ratio Test ◽  
Variance Ratio ◽  
Variance Ratio Test ◽  
Mean Variance

The performance of commodity trading advisors: A mean-variance-ratio test approach

2013 ◽  
Vol 25 ◽  
pp. 188-201 ◽  
Author(s):  
Zhidong Bai ◽  
Kok Fai Phoon ◽  
Keyan Wang ◽  
Wing-Keung Wong
Keyword(s):  
Ratio Test ◽  
Variance Ratio ◽  
Variance Ratio Test ◽  
Commodity Trading ◽  
Commodity Trading Advisors ◽  
Mean Variance

A variance-ratio test for supporting a variable mean in kriging

1997 ◽  
Vol 29 (3) ◽  
pp. 335-348 ◽  
Author(s):  
Peter K. Kitanidis
Keyword(s):  
Ratio Test ◽  
Variance Ratio ◽  
Variance Ratio Test

scholarly journals Asset Performance Evaluation with the Mean-Variance Ratio

2011 ◽  
Author(s):  
Zhidong Bai ◽  
Keyan Wang ◽  
Wing-Keung Wong ◽  
Kok Fai Phoon
Keyword(s):  
Performance Evaluation ◽  
Variance Ratio ◽  
The Mean ◽  
Mean Variance

An application of variance ratio test to the Korean securities market

1994 ◽  
Vol 18 (4) ◽  
pp. 643-658 ◽  
Author(s):  
O.Felix Ayadi ◽  
C.S. Pyun
Keyword(s):  
Securities Market ◽  
Ratio Test ◽  
Variance Ratio ◽  
Variance Ratio Test

A simple multiple variance ratio test

1993 ◽  
Vol 58 (3) ◽  
pp. 385-401 ◽  
Author(s):  
K.Victor Chow ◽  
Karen C. Denning
Keyword(s):  
Ratio Test ◽  
Variance Ratio ◽  
Variance Ratio Test
Sign in / Sign up

Export Citation Format

Share Document