Results 231 to 240 of about 6,534 (244)

Maximizing the Sharpe Ratio

2021
openaire   +1 more source

Refining the Sharpe Ratio

CFA Digest, 2010
openaire   +1 more source

The structural Sharpe model under t -distributions

Journal of Applied Statistics, 2010
Manuel Galea, Filidor Vilca
exaly  

Evaluating the Sharpe Performance of the Australian Property Investment Markets

Pacific Rim Property Research Journal, 2009
Stephen Lee, David Higgins
exaly  

The Sharpe ratio and preferences

Macroeconomic Dynamics, 2002
Lettau, M., Uhlig, H.F.H.V.S.
openaire   +1 more source

Implied Sharpe ratios of portfolios with options: Application to Nikkei futures and listed options

North American Journal of Economics and Finance, 2013
exaly  

The Sharpe Ratio for Other Returns

2021
openaire   +1 more source

The Sharpe Ratio for Gaussian Returns

2021
openaire   +1 more source

Testing the APT with the Maximum Sharpe Ratio of Extracted Factors

Management Science, 2009
exaly  

“The Statistics of Sharpe Ratios”: A Comment

Financial Analysts Journal, 2003
openaire   +1 more source