Research Article

Inference for the Difference of Two Independent KS Sharpe Ratios under Lognormal Returns

Table 1

Dataset from MATLAB.

TSLANFLX

1.04188651.0547865
0.87489060.9956995
0.85289071.0392080
0.77573420.9264317
1.20684811.0700303
1.08122260.8793150
0.93377760.9094709
1.06763880.9110468
1.30742721.0739481
1.04769471.0948123
1.26789721.0283163
1.35515021.0771085