Results 141 to 150 of about 10,224 (168)

The Sharpe Ratio’s Upper Bound of the Portfolios in the Presence of a Benchmark: Application to the US Financial Market

Journal of Mathematical Finance, 2022
Muhammad Wajid Raza
exaly  

Higher co-moments and adjusted Sharpe ratios for cryptocurrencies

Finance Research Letters, 2021
Botond Benedek
exaly  

A Manifestation of the Robustness of Sharpe Single Index Model

Journal of Advanced Research in Dynamical and Control Systems, 2019
Miklesh Prasad Yadav, Dr. Sudhi Shrama
openaire   +1 more source

Evaluation by the Aumann and Serrano performance index and Sharpe ratio: Bitcoin performance

Applied Economics, 2019
Jiro Hodoshima
exaly  

An extension of Sharpe's single-index model: portfolio selection with expert betas

Journal of the Operational Research Society, 2006
Mariano Jiménez
exaly  

A comparison of minimum variance and maximum Sharpe ratio portfolios for mainstream investors

Journal of Risk Finance, 2022
exaly  

Sharpe thinking in asset ranking with one-sided measures

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

Selecting the optimum portfolio using fuzzy compromise programming and Sharpe’s single-index model

Applied Mathematics and Computation, 2006
Blanca Pérez-Gladish
exaly  

The Empirical Analysis of Sharpe’s One-Way Analysis of Variance in Chinese Market

Applied Economics and Policy Studies, 2022
exaly  

Sharp, John - Naturalization Index Record

2022
openaire   +2 more sources