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:
“Every perversion has survived many tests of its capabilities.”
—Mason Cooley (b. 1927)
“Although she feeds me bread of bitterness,
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)
“The secret of a leader lies in the tests he has faced over the whole course of his life and the habit of action he develops in meeting those tests.”
—Gail Sheehy (b. 1937)
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