Results 111 to 120 of about 59,022,115 (131)

Higher Co-Moments and Adjusted Sharpe Ratios for Cryptocurrencies

Finance Research Letters, 2021
Botond Benedek
exaly  

Parameter-Free Robust Optimization for the Maximum-Sharpe Portfolio Problem

European Journal of Operational Research, 2021
Deepayan Chakrabarti
exaly  

A Shrinkage Approach for Sharpe Ratio Optimal Portfolios With Estimation Risks

Journal of Banking and Finance, 2021
Daniel Rösch
exaly  

Identifying the Fair Value of Sharpe Ratio by an Option Valuation Approach

Quarterly Review of Economics and Finance, 2021
Jin-Ray Lu
exaly  

The Implied Sharpe Ratio

Quantitative Finance, 2020
Matthew Lorig, Ankush Agarwal
exaly  

Robust Portfolio Optimization With Value-at-Risk-Adjusted Sharpe Ratios

Journal of Asset Management, 2013
Geng Deng, Craig McCann
exaly  

Refinements to the Sharpe Ratio: Comparing Alternatives for Bear Markets

Journal of Asset Management, 2007
Hendrik Scholz
exaly  

The Mean–Variance Ratio Test—A Complement to the Coefficient of Variation Test and the Sharpe Ratio Test

Statistics and Probability Letters, 2011
Wing-Keung Wong, Zhidong Bai, Keyan Wang
exaly  

Comparing Large-Sample Maximum Sharpe Ratios and Incremental Variable Testing

European Journal of Operational Research, 2018
Spiridon Penev, Michael Hanke
exaly