Keyan Wang

Northeast Normal University

Changchun

China

SCHOLARLY PAPERS

2

DOWNLOADS

778

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Asset Performance Evaluation with the Mean-Variance Ratio

Number of pages: 29 Posted: 08 May 2006 Last Revised: 20 Oct 2016
Northeast Normal University, SIM University, Northeast Normal University and Asia University, Department of Finance
Downloads 486 (58,026)

Abstract:

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Sharpe ratio, performance hypothesis testing, Normal distribution, uniformly most powerful unbiased test, CTA funds

2.

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

Number of pages: 14 Posted: 12 Mar 2010
Zhidong Bai, Keyan Wang and Wing-Keung Wong
Northeast Normal University, Northeast Normal University and Asia University, Department of Finance
Downloads 292 (104,728)
Citation 2

Abstract:

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Coefficient of variation, Sharpe ratio, mean-variance ratio, test statistic, hypothesis testing, uniformly most powerful unbiased test