The performance of commodity trading advisors : a mean-variance-ratio test approach
Zhidong Bai; Kok Fai Phoon; Keyan Wang; Wing-Keung Wong
| Year of publication: |
2013
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|---|---|
| Authors: | Bai, Zhidong ; Phoon, Kok Fai ; Wang, Keyan ; Wong, Wing Keung |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 25.2013, p. 188-201
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| Subject: | Sharpe ratio | Hypothesis testing | Uniformly most powerful unbiased test | Fund management | Statistischer Test | Statistical test | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009779308