Results 251 to 260 of about 343,410 (309)

Cost-effectiveness analysis of preventive strategies for child anxiety and depression: a health service perspective. [PDF]

open access: yesChild Adolesc Psychiatry Ment Health
Martinsen KD   +7 more
europepmc   +1 more source

A machine learning efficient frontier

Operations Research Letters, 2020
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Brian Clark   +2 more
openaire   +2 more sources

Comparing Market Efficiency Frontiers

2021
Session ID 4757, Paper ...
Mu, Yali, Mu, Yali
openaire   +1 more source

The Sharpe Ratio Efficient Frontier

SSRN Electronic Journal, 2011
We evaluate the probability that an estimated Sharpe ratio exceeds a given threshold in presence of non-Normal returns. We show that this new uncertainty-adjusted investment skill metric (called Probabilistic Sharpe ratio, or PSR) has a number of important applications: First, it allows us to establish the track record length needed for rejecting the ...
David Bailey, Marcos López de Prado
openaire   +1 more source

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