Results 121 to 130 of about 59,022,115 (131)

Noise Fit, Estimation Error and a Sharpe Information Criterion

Quantitative Finance, 2020
Dirk Paulsen, Jakob Söhl
exaly  

Sharpe, William F.

2010
Phelim Boyle
exaly  

Sharpe Thinking in Asset Ranking With One-Sided Measures

European Journal of Operational Research, 2008
Luisa Tibiletti, Simone Farinelli
exaly  

Stock Performance by Utility Indifference Pricing and the Sharpe Ratio

Quantitative Finance, 2019
Jiro Hodoshima
exaly  

The Low Return Distortion of the Sharpe Ratio

Financial Markets and Portfolio Management, 2013
Benjamin R. Auer
exaly  

Testing the APT With the Maximum Sharpe Ratio of Extracted Factors

Management Science, 2009
Zhang, Chu
exaly  

A Refinement to the Sharpe Ratio and Information Ratio

Journal of Asset Management, 2005
exaly  

The Structural Sharpe Model Under t-Distributions

Journal of Applied Statistics, 2010
Manuel Galea
exaly  

Evaluating the Sharpe Performance of the Australian Property Investment Markets

Pacific Rim Property Research Journal, 2009
Stephen Lee, David Higgins
exaly  

Implied Sharpe Ratios of Portfolios With Options: Application to Nikkei Futures and Listed Options

North American Journal of Economics and Finance, 2013
exaly