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Cost-effectiveness analysis of preventive strategies for child anxiety and depression: a health service perspective. [PDF]
Martinsen KD +7 more
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Effects of biosecurity strategies on technical efficiency of egg production in Bono Region of Ghana. [PDF]
Ayertey D +3 more
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Automated identification of contextually relevant biomedical entities with grounded LLMs. [PDF]
Watter M +5 more
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A machine learning efficient frontier
Operations Research Letters, 2020zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Brian Clark +2 more
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Comparing Market Efficiency Frontiers
2021Session ID 4757, Paper ...
Mu, Yali, Mu, Yali
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The Sharpe Ratio Efficient Frontier
SSRN Electronic Journal, 2011We 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
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