Tests
Several statistical tests of the Sharpe ratio have been proposed. These include those proposed by Jobson & Korkie and Gibbons, Ross & Shanken.
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Famous quotes containing the word tests:
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And sinks into my throat her tiger’s tooth,
Stealing my breath of life, I will confess
I love this cultured hell that tests my youth!”
—Claude McKay (1889–1948)
“From a hasty glance through the various tests I figure it out that I would be classified in Group B, indicating “Low Average Ability,” reserved usually for those just learning to speak the English Language and preparing for a career of holding a spike while another man hits it.”
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