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

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

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
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