Results 261 to 264 of about 3,671,092 (264)

Comparing large-sample maximum Sharpe ratios and incremental variable testing

European Journal of Operational Research, 2018
Spiridon Penev
exaly  

Beyond the Sharpe ratio: An application of the Aumann–Serrano index to performance measurement

Journal of Banking and Finance, 2012
exaly  

A refinement to the Sharpe ratio and information ratio

Journal of Asset Management, 2005
exaly  

Estimated Sharpe ratio of asset returns with fat tails: theory and empirical evidence

Review of Quantitative Finance and Accounting
Cheng-Few Lee
exaly