Table 1.
μ | σ | τ | ||
---|---|---|---|---|
CML | 4.34 | 2.97 | 4.78 | |
P=20, N=20 | SLB | 3.80 | 2.72 | 4.10 |
HML | 3.15 | 1.15 | 2.45 | |
HB | 2.44 | 1.84 | 2.63 | |
CML | 1.69 | 1.24 | 2.02 | |
P=20, N=80 | SLB | 2.01 | 1.34 | 2.30 |
HML | 1.29 | 0.80 | 1.47 | |
HB | 1.32 | 0.83 | 1.58 | |
CML | 0.62 | 0.46 | 0.75 | |
P=20, N=500 | SLB | 0.73 | 0.48 | 0.84 |
HML | 0.59 | 0.42 | 0.71 | |
HB | 0.60 | 0.42 | 0.72 | |
CML | 4.27 | 2.97 | 4.72 | |
P=80, N=20 | SLB | 3.76 | 2.68 | 4.04 |
HML | 2.25 | 1.01 | 2.03 | |
HB | 2.44 | 1.12 | 2.29 | |
CML | 0.60 | 0.45 | 0.72 | |
P=5, N=500 | SLB | 0.64 | 0.46 | 0.76 |
HML | 0.58 | 0.41 | 0.70 | |
HB | 0.60 | 0.43 | 0.72 |