A new exponentially weighted moving average control chart for monitoring the coefficient of variation

The Sharpe Ratio

William F. Sharpe · The Journal of Portfolio Management · 1994 · 2.5K citations

Sharpe Index, Sharpe Ratio, Business +7

Use of Coefficient of Variation in Assessing Variability of Quantitative Assays

George F. Reed, Freyja Lynn, Bruce D. Meade · Clinical and Vaccine Immunology · 2002 · 684 citations · Full text

Measurement, Assessing Variability, Epidemiologic Research +18

Monitoring the Coefficient of Variation Using EWMA Charts

Philippe Castagliola, Giovanni Celano, Stelios Psarakis · Journal of Quality Technology · 2011 · 195 citations

Engineering, Measurement, Industrial Engineering +12

Confidence Intervals for a Normal Coefficient of Variation

Márk Vangel · The American Statistician · 1996 · 178 citations

The Sampling Distribution of the Coefficient of Variation

Walter A. Hendricks, Kate W. Robey · The Annals of Mathematical Statistics · 1936 · 178 citations · Full text

Engineering, Sampling Distribution, Sampling Theory +5