Results 121 to 130 of about 14,985 (130)
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Comparing large-sample maximum Sharpe ratios and incremental variable testing
European Journal of Operational Research, 2018Michael Hanke, Spiridon I Penev
exaly
Evaluation by the Aumann and Serrano performance index and Sharpe ratio: Bitcoin performance
Applied Economics, 2019Jiro Hodoshima
exaly
Fuzzy Portfolio Allocation Models Through a New Risk Measure and Fuzzy Sharpe Ratio
IEEE Transactions on Fuzzy Systems, 2015exaly
Implied Sharpe ratios of portfolios with options: Application to Nikkei futures and listed options
North American Journal of Economics and Finance, 2013exaly
In-sample and out-of-sample Sharpe ratios of multi-factor asset pricing models
Journal of Financial EconomicsRaymond Kan, Xinghua Zheng, Xiaolu Wang
exaly

