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

  • Zhidong Bai
  • , Keyan Wang
  • , Wing-Keung Wong*
  • *Corresponding author for this work

    Research output: Contribution to journalJournal articlepeer-review

    32 Citations (Scopus)
    126 Downloads (Pure)

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    Mathematics