Table 1.
Assumption | Win/Lose | Average distance of the BC ratio from 1 | p |
No market disturbances and no mortality | Win | 0.63 | 0.08 |
Lose | 0.73 | 0.92 | |
Market disturbances and mortality | Win | 10.08 | 0.71 |
Lose | 0.87 | 0.29 |
Assumption | Win/Lose | Average distance of the BC ratio from 1 | p |
No market disturbances and no mortality | Win | 0.63 | 0.08 |
Lose | 0.73 | 0.92 | |
Market disturbances and mortality | Win | 10.08 | 0.71 |
Lose | 0.87 | 0.29 |