Results 151 to 160 of about 10,224 (168)

Optimal portfolio using volatility anomaly concept and Sharpe optimisation technique

International Journal of Business Excellence, 2021
exaly  

Sharpe, Abraham - Naturalization Index Record

2022
openaire   +1 more source

Sharp, Mary - Naturalization Index Record

2022
openaire   +1 more source

On the construction of the common optimal market index in the Sharpe model

1999
28
openaire   +2 more sources

The structural Sharpe model under t -distributions

Journal of Applied Statistics, 2010
Manuel Galea
exaly  

Determination of a sharpness index of a digital image

2004
TISSE CHRISTEL-LOIC, PLAZA LAURENT, PETITJEAN GUILLAUME   +2 more
openaire   +2 more sources

Robust portfolio optimization with Value-at-Risk-adjusted Sharpe ratios

Journal of Asset Management, 2013
Geng Deng, Deng Geng
exaly  

Comparing large-sample maximum Sharpe ratios and incremental variable testing

European Journal of Operational Research, 2018
Spiridon Penev
exaly  

The mean–variance ratio test—A complement to the coefficient of variation test and the Sharpe ratio test

Statistics and Probability Letters, 2011
Wing-Keung Wong, Z D Bai, Keyan Wang
exaly  

Refinements to the Sharpe ratio: Comparing alternatives for bear markets

Journal of Asset Management, 2006
Hendrik Scholz, Scholz Hendrik
exaly