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Could Omega Ratio Perform Better than Sharpe Ratio?

SSRN Electronic Journal, 2018
In this paper, we will investigate whether there is any Sharpe ratio rule or Omega ratio rule that can be used to show that one asset outperforms another asset if it has a higher Sharpe ratio and/or Omega ratio. We find that Sharpe ratio rule could not detect preference of both risk averters and risk seekers in some strong dominance cases.
Xu Guo   +3 more
openaire   +1 more source

Human progressive-ratio performance: Maintenance by pentobarbital

Psychopharmacology, 1983
Within a residential research ward, five human volunteers with histories of sedative drug abuse were exposed to progressive-ratio schedules of pentobarbital (200, 400, 600 mg) or placebo self-administration. All doses were letter-coded and administered under double-blind conditions.
D R, McLeod, R R, Griffiths
openaire   +2 more sources

Improving TLB Performance by Increasing Hugepage Ratio

2015 15th IEEE/ACM International Symposium on Cluster, Cloud and Grid Computing, 2015
Linux supports transparent huge page since 2.6.38.It can automatically map huge pages. But this implementation fails to adjust to page alignment in memory allocation and thus cannot use huge page in some situations. The design is not efficient. Our work aims to increase huge page allocation, so as to improve the utilization ratio of huge page and ...
Taowei Luo   +4 more
openaire   +2 more sources

Ratio analysis 1: profitability, efficiency and performance

2018
This chapter presents an illustration of ratio analysis, the most commonly used technique in evaluating financial statements. It outlines the importance and advantages of using ratios to evaluate the profitability, efficiency, performance, liquidity and long-term financial stability of an organization.
openaire   +1 more source

Key ratios for corporate performance

Omega, 1992
Abstract Evaluation of corporate performance generally relies on ratios, usually relating some measure of output to a measure of input. Although there are many ratios to choose from, managers and analysts tend to concentrate on a relatively small number of criteria, since a plethora of measures can be often confusing.
openaire   +1 more source

Performance of Likelihood Ratio Processors

IEEE Transactions on Aerospace and Electronic Systems, 1979
Summarized by its ROC curve, the performance of a Bayes optimal detector is a function of two joint a priori probability density functions on the uncertain parameters involved. An investigation is made to determine at what point in the generation of an ROC curve for a given pair of priors sufficient information is retained for the calculation of a new ...
openaire   +1 more source

Comparative Performance of Grids in Relation to Their Stated Ratio

The British Journal of Radiology, 1959
From the earliest days of radiology the reduction of the amount of scattered radiation reaching the film has engaged the attention of both radiologists and apparatus manufacturers. The interposition of a grid between patient and film has been the device most widely used for this purpose, and much effort has been devoted to the improvement of grids both
R W, STANFORD, R D, MOORE, T H, HILLS
openaire   +2 more sources

Pollen Performance and Sex-Ratio Evolution in a Dioecious Plant

Evolution, 1999
There has been a proliferation of studies, in a variety of taxa, that have detected sex-linked or cytoplasmic genes that enhance their own transmission via sex-ratio distortion. One of the most important parameters influencing the dynamics of these elements is the magnitude of their transmission advantage.
Douglas R, Taylor   +2 more
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The Information Ratio as a Performance Metric

2009
The information ratio is used to assess the risk-adjusted performance of active portfolio managers. This performance metric focuses on the active portfolio only and neglects a risky benchmark component. In this paper, we consider the question whether the information ratio can be used to evaluate the value-added of active management from the perspective
openaire   +1 more source

Effects of cocaine and fenfluramine on progressive-ratio performance

Pharmacology Biochemistry and Behavior, 1977
Pigeons obtained food on a progressive-ratio schedule that required 8 additional responses for each successive reinforcement. The number of responses in the final completed ratio of the session was defined as the breaking point. When cocaine was administered (IM, 5 min presession), the breaking point increased and then decreased as a function of ...
openaire   +2 more sources

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