Results 201 to 210 of about 133,508 (308)

Sharpe Ratios and Their Fundamental Components: An Empirical Study

, 2009
Hayette Gatfaoui
openalex   +1 more source

Parametric portfolio policy with momentum-based sentiment trading strategy. [PDF]

PLoS One
Lee WY, Lin YH, Yu JR, Lien D.
europepmc   +1 more source

Optimal Portfolio Selection by CVaR-Based Sharpe Ratio : Sequential Linear Programming Approach(Mathematical Models and Decision Making under Uncertainty)

, 2006
Shan Lin, Masamitsu Ohnishi
openalex   +1 more source

Comparison of Sharpe ratios between the LSTM benchmark and the proposed models in Setup 3.

Jaemin Song (20983429), Jaegi Jeon (22170867)   +1 more
openalex   +1 more source

An appraisal of fund of funds efficiency based on risk-adjusted performance measures: Application of an augmented WASPAS methodology. [PDF]

PLoS One
Shabani M, Khodarahmi A, Ghousi R, Mohammadi E, Ghanbari H.   +4 more
europepmc   +1 more source

TIC-FusionNet: A multimodal deep learning framework with temporal decomposition and attention-based fusion for time series forecasting. [PDF]

PLoS One
Chen L, Fan X.
europepmc   +1 more source

Interstage market spillovers of the photovoltaic industry chain in China. [PDF]

Sci Rep
Wang J, Li L, Shen T.
europepmc   +1 more source

Limitations of Correlation Coefficient and Sharpe Ratio in Asset Management: A Critique and Introduction of TVS Ratio

Efe Talu Erdener
openalex   +1 more source

Sharpe Ratios and Alphas in Continuous Time

, 2003
Lars Tyge Nielsen, Maria Vassalou
openalex   +1 more source

A test for the equality of multiple Sharpe ratios [PDF]

, 2014
John Alexander Wright, Sheung Chi Phillip Yam, Siu Pang Yung   +2 more
openalex   +1 more source