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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| Format: | eBook |
| Language: | English |
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Boca Raton :
Chapman & Hall/CRC,
2021.
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| Online Access: | Connect to the full text of this electronic book |
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