Sharpe ratio - Open Access .click

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Portfolio analysis with Sharpe ratios resampled by bootstrapping [PDF]

In this work we make a traditional portfolio analysis using the Sharpe ratio to identify the market portfolio. This measure of investment performance was compared with those obtained with bootstrapping the Sharpe ratio.
Gonzales, Rolando
core +1 more source

When Are Statistical Forecast Gains Economically Relevant? Evidence From Bitcoin Returns

Journal of Forecasting, Volume 45, Issue 3, Page 1245-1260, April 2026.
ABSTRACT We study how statistical forecast gains for Bitcoin translate into trading profits. Using real‐time out‐of‐sample forecasts from daily bivariate VARs from October 2021 to February 2024, we show that Bitcoin returns are forecastable and that seven predictive indices yield significant gains in directional accuracy (DA).
Rehan Arain, Stephen Snudden
wiley +1 more source

The Relative Merits of Investable Hedge Fund Indices and of Funds of Hedge Funds in Optimal Passive Portfolios [PDF]

Can the new investable hedge fund indices (IHF) enhance the performance of optimal passive portfolios made of equities and bonds? How do they compare to funds of hedge funds (FoHF) as well as to other alternative investments such as commodities and ...
Anthony White, Jacques Pezier
core

Body Mass Index and Clinical Associations in Australasian Lymphoma Patients: A Lymphoma and Related Diseases Registry Study

eJHaem, Volume 7, Issue 2, April 2026.
ABSTRACT Introduction Overweight and obesity are increasing rapidly in most countries. Underweight body mass index (BMI), though much less common, is also associated with adverse health outcomes. There is poor understanding of the implications of BMI in lymphoma patients.
Serif Sungur +14 more
wiley +1 more source

Ionomycin Exhibits Potent and Selective Bactericidal Activity Against Clostridioides difficile Through Calcium‐Dependent Membrane Disruption

MicrobiologyOpen, Volume 15, Issue 2, April 2026.
Ionomycin exhibits potent and selective bactericidal activity against Clostridioides difficile, rapidly reducing vegetative cells, toxin production, sporulation, and spore germination while sparing representative gut microbiota. Its activity is calcium‐dependent and mediated through disruption of bacterial membrane potential, highlighting ionomycin as ...
Ahmed A. Abouelkhair, Nader S. Abutaleb, Mohamed N. Seleem +2 more
wiley +1 more source

Valorisation d'options par optimisation du Sharpe Ratio [PDF]

Prior work on option pricing falls mostly in two categories: it either relies on strong distributional or economical assumptions, or it tries to mimic the Black-Scholes formula through statistical models, trained to fit today's market price based on ...
Nicolas Chapados +3 more
core

Patient‐reported outcomes, postoperative pain and pain relief after day‐case surgery (POPPY): chronic post‐surgical pain prevalence and associations*

Anaesthesia, Volume 81, Issue 4, Page 489-499, April 2026.
Summary Introduction Day‐case surgical activity is increasing in the UK yet there is a lack of data on the prevalence of chronic post‐surgical pain in this population. This study uses data from the POPPY study to estimate the prevalence of chronic post‐surgical pain after day‐case surgery, its relationship with quality of life and also explores ...
Adam B. Brayne +2177 more
wiley +1 more source

Modelling stomatal mechanics: a critical review. [PDF]

New Phytol
Summary The biomechanics of stomatal movements have fascinated scientists for almost 150 yr, yet we still lack a conclusive and coherent mechanistic understanding of the process. In this review, we present a framework that allows critical insight into the state of knowledge of stomatal biomechanics, with a focus on modelling approaches.
Tan NYH, Armand JV, Gray JE, Fleming AJ.
europepmc +2 more sources

Race‐related research in economics

Economica, Volume 93, Issue 370, Page 403-438, April 2026.
Abstract Issues of racial justice and economic inequalities between racial and ethnic groups have risen to the top of public debate. Economists' ability to contribute to these debates is based on the body of race‐related research. We study the volume and content of race‐related research in economics.
Arun Advani +4 more
wiley +1 more source

Combined Effect of Nisin and Ohmic Heating on Bacillus cereus Inactivation and Quality Preservation in Apple Juice

Journal of Food Safety, Volume 46, Issue 2, April 2026.
Apple juice was prepared and treated using Lactococcus lactis fermentation combined with nisin‐assisted ohmic heating (60 V, 30 s). The combined treatment achieved complete inactivation of Bacillus cereus. This approach preserves juice quality while providing an energy‐efficient and sustainable processing method. ABSTRACT There is increasing demand for
Margaret Thiga, Helen Onyeaka, Taghi Miri +2 more
wiley +1 more source

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