The Sharpe ratio : statistics and applications /

The Sharpe ratio is the most widely used metric for comparing theperformance of financial assets. The Markowitz portfolio is the portfolio withthe highest Sharpe ratio. The Sharpe Ratio: Statistics and Applications examines the statistical propertiesof the Sharpe ratio and Markowitz portfolio, both...

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Bibliographic Details

Main Author:	Pav, Steven E. (Author)
Corporate Author:	Taylor & Francis
Format:	eBook
Language:	English
Published:	Boca Raton : Chapman & Hall/CRC, 2021.
Subjects:	Risk-return relationships. Investment analysis. Rapport risque-rendement. Analyse financière. Investment analysis Risk-return relationships Electronic books.
Online Access:	Connect to the full text of this electronic book