The knowledge of portfolio analysis tells the Sharpe ratio and the mean-variance efficiency is important to the rational risk-averse investors in the portfolio selection in a single period. The asset pricing models, such as the CAPM, APT and ICAPM, give directions in search of mean-variance...

The objective of this paper is to study the issue of Lee discrepancy [Zhou, Y.D., Ning, J.H., Song, X.B., 2008. Lee discrepancy and its applications in experimental designs. Statist. Probab. Lett. 78, 1933-1942], which can be used to measure the uniformity of fractional factorials. Here we...