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COMPARATIVE ANALYSIS OF THE RISK OF THE SPORTS INDEX APPLYING THE SHARPE, SORTINO AND TREYNOR RATIOS
Ivana Putić +2 more
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Assessing the economic case for public health interventions provided in non-health public sector settings: a feasibility study in job centres in Cornwall, South West of England. [PDF]
Discov Ment HealthSharpe RA +3 more
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Constraints in temperature adaptation reinforce differences in thermal niche between mesophilic and psychrotolerant <i>Bacillus cereus</i> group species. [PDF]
Proc Biol SciWhite H +5 more
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Probability of stealth multiplets in sample-multiplexing for droplet-based single-cell analysis. [PDF]
BMC GenomicsNakaki F, Sharpe J.
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Risk and Decision Analysis, 2012
Recent results in optimal stopping theory have shown that a ‘bang-bang’ (buy or sell immediately) style of trading strategy is in some sense optimal provided the asset's price dynamics follow certain familiar stochastic processes. This paper constructs a reward-to-variability ratio (the mixed Sharpe ratio) that is sufficient for this strategy's ...
Wright, JA, Wong, WK, Yam, SCP, Yung, SP
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Recent results in optimal stopping theory have shown that a ‘bang-bang’ (buy or sell immediately) style of trading strategy is in some sense optimal provided the asset's price dynamics follow certain familiar stochastic processes. This paper constructs a reward-to-variability ratio (the mixed Sharpe ratio) that is sufficient for this strategy's ...
Wright, JA, Wong, WK, Yam, SCP, Yung, SP
openaire +2 more sources
Sankhya B, 2019
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mahesh K.C, Arnab Kumar Laha
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zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mahesh K.C, Arnab Kumar Laha
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The Journal of Investing, 2005
Many researchers have advocated measuring market timing performance by measuring the extent to which fund realized investment weight-shift is consistent with the realized asset return. However, the weight-shift approach ignores the market timing risk, which comes from the variation in market return.
Hung, M.W., Jan, Y.
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Many researchers have advocated measuring market timing performance by measuring the extent to which fund realized investment weight-shift is consistent with the realized asset return. However, the weight-shift approach ignores the market timing risk, which comes from the variation in market return.
Hung, M.W., Jan, Y.
openaire +1 more source