The Sharpe Ratio
THE SHARPE RATIOby Bob Fulks --------------- Sharpe Ratio The Sharpe Ratio is a measure of the risk-adjusted return of an investment.
The Sharpe Ratio
The Ex Ante Sharpe Ratio. Let R ... f ... represent the return on fund F in the forthcoming period and R. B ... the return on a benchmark portfolio...
Definition and description of the Sharpe Ratio, used to evaluate the reward-to-risk efficiency of investments and build efficient portfolios.
Sharpe Ratio and Asset Allocation
This interactive demo shows how the Sharpe Ratio is used to find risk-efficient portfolios.
Sharpe ratio Definition
Sharpe ratio - definition of Sharpe ratio - A risk-adjusted measure developed by William F. Sharpe, calculated using standard deviation and excess...
Macroeconomic Dynamics, 6, 2002, 242265. Printed in the United...
Doi: 10.1017.S1365100500000225 The Sharpe Ratio And Preferences: A Parametric Approach Martin Lettau Federal ...
Adaptive Improved Portfolio Sharpe Ratio Maximization with...
Hung et al  recently proposed a portfolio selection method called Improved Portfolio Sharpe Ratio Maximization with Diversification (IPSRM-D). It...
Sharpe Ratio. As described in William F. Sharpe, The Sharpe Ratio, (The Journal of Portfolio Management, Fall 1994), a Sharpe Ratio is a measure of...
USATODAY.com - USA TODAY's 2005 Mutual Fund All-Stars
We also look for a positive Sharpe ratio, another measure of risk-adjusted performance. Above-average success ratio.
Sharpe Ratio (4.0% interest rate )
Slide 41 of 56...
NOTE: Please contact us right away if you'd like to make any changes to your listing.
Home | Index
| TOC    Bottom of Page    |
Site Map | Index_1 | Index_2 | Index_3 | Index_4 | Index_5 | Index_6 | Index_7 | Index_8 | Index_9
Server processing from 2019-04-19 02:52:29 thru 2019-04-19 02:52:29 GMT for 0 secs.
Page length category 2 - Current - 0, 00000