Neutrality of equity market neutral strategy to period and index
نویسندگان
چکیده
منابع مشابه
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متن کاملEstimation of the neutrality index.
The McDonald-Kreitman (MK) test is a simple and widely used test of selection in which the numbers of nonsilent and silent substitutions (D(n) and D(s)) are compared with the numbers of nonsilent and silent polymorphisms (P(n) and P(s)). The neutrality index (NI = D(s)P(n)/D(n)P(s)), the odds ratio (OR) of the MK table, measures the direction and degree of departure from neutral evolution. The ...
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ژورنال
عنوان ژورنال: Journal of Derivatives & Hedge Funds
سال: 2012
ISSN: 1753-965X
DOI: 10.1057/jdhf.2012.13