| Abstract | 第4页 |
| Contents | 第6-8页 |
| §1. Introduction | 第8-10页 |
| §2. Several performance measures | 第10-17页 |
| §2.1 Measures of return | 第10-12页 |
| §2.2 Measures of total risk | 第12-14页 |
| §2.3 Measures of risk-adjusted return | 第14-17页 |
| §3. The new performance measure(variance/mean) and test | 第17-35页 |
| §3.1 Sharpe ratio introduction | 第17-19页 |
| §3.2 Hypothesis testing with Sharpe ratio | 第19-22页 |
| §3.2.1 Introduction | 第19-20页 |
| §3.2.2 Jobson and Korkie 's performance hypothesis testing with the Sharpe ratio | 第20-22页 |
| §3.3 Hypothesis testing with the new performance measure (variance/mean) | 第22-35页 |
| §3.3.1 Introduction of some concepts and theorems | 第22-29页 |
| §3.3.2 Hypothesis testing with (variance/mean) | 第29-34页 |
| §3.3.3 The algorithm to solve equation(15) | 第34-35页 |
| §4. Applying our test to the data set | 第35-46页 |
| §4.1 Several different definitions of return | 第35-39页 |
| §4.2 Description of the data set | 第39-40页 |
| §4.3 The testing results | 第40-46页 |
| References | 第46-50页 |
| Acknowledgements | 第50页 |
