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

Zhidong Bai, K. A. Wong, Wing‐Keung Wong

Type: Article

Publication Date: 2009-01-01

Citations: 1

DOI: https://doi.org/10.2139/ssrn.1336898

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SSRN Electronic Journal - View

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