Estimating Mean-Standard Deviation Ratios of Financial Data
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- H. E.T. Holgersson & Peter S. Karlsson & Rashid Mansoor, 2012. "Estimating mean-standard deviation ratios of financial data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(3), pages 657-671, August.
References listed on IDEAS
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- Ross, Stephen A., 1976. "The arbitrage theory of capital asset pricing," Journal of Economic Theory, Elsevier, vol. 13(3), pages 341-360, December.
- Stephen A. Ross, "undated". "The Arbitrage Theory of Capital Asset Pricing," Rodney L. White Center for Financial Research Working Papers 02-73, Wharton School Rodney L. White Center for Financial Research.
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- Lee Yoong Hon & Ruth Lim Sheau Yen, 2018. "At the Movies: Some Stylized Facts on Investment Returns and Consumption Patterns," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 17(2), pages 123-142, September.
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Keywords
Return-risk ratio; increasing dimension asymptotics; coefficient of variation; APT model.;All these keywords.
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