Many alternatives to the Sharpe ratio have been proposed in the literature interest rate meaning that rb can also be a r v
10_StochModels.pdf
31 août 2020 · Common practice in selecting suitable portfolio compositions comprises the value-at-risk Sharpe ratio as the better variation,
26.pdf
*A definition of positions can be found on page 3 of this factsheet in the section titled Sharpe ratio: a measure of a fund's risk-adjusted performance,
ret.en.xx.LU1046422686.pdf
have this same Sharpe Ratio Also shown in Figure 1 are the risks and expected returns that can be achieved by combining Asset M with riskless lending and
Perold-CAPM1.pdf
Therefore, Sharpe ratios can be extracted from the credit markets for each maturity separately This in turn yields a term structure of Sharpe ratios
SSRN_ID1574186_code485639.pdf
We have expanded this year's edition of the Investment Dictionary by retain a certain debt to equity ratio) Modification of the Sharpe ratio
ic-dictionary-mercer.pdf
investment style when implemented across all asset classes, meaning that we then benefit from the diversification With one exception, all the Sharpe ratios
dissecting-investment-strategies-in-the-cross-section-and-time-series.pdf