Zobrazeno 1 - 10
of 34 410
pro vyhledávání: '"sharpe Ratio"'
Autor:
Mousavi, Samane Al-sadat1 (AUTHOR) samane.mousavi@stu.yazd.ac.ir, Dolati, Ali1 (AUTHOR) adolati@yazd.ac.ir, Dastbaravarde, Ali1 (AUTHOR)
Publikováno v:
Risks. Jun2024, Vol. 12 Issue 6, p88. 17p.
Autor:
O'Connor, Michael Christopher mike@mocpa.com
Publikováno v:
Econ Journal Watch. Mar2024, Vol. 21 Issue 1, p113-155. 43p.
Autor:
Brinză, Alexandrina1 brinza.alexandrina00@gmail.com, Ioan, Viorica1 ioan_viorica@yahoo.co.uk, Lazarescu, Ioana1 ioanalupasc22@yahoo.com
Publikováno v:
Ovidius University Annals, Series Economic Sciences. 2023, Vol. 23 Issue 2, p633-639. 7p.
Autor:
Liu, Peng liupeng@smu.edu.sg
Publikováno v:
Journal of Portfolio Management. Jul2023, Vol. 49 Issue 7, p35-43. 9p.
Autor:
YE, JIANG1 (AUTHOR) 101012743@seu.edu.cn, WANG, YIWEI1 (AUTHOR) ywwang@seu.edu.cn, RAZA, MUHAMMAD WAJID2 (AUTHOR) Wajidrazauom@sbbu.edu.pk
Publikováno v:
International Journal of Theoretical & Applied Finance. Feb2023, Vol. 26 Issue 1, p1-15. 15p.
We study the relationship between model complexity and out-of-sample performance in the context of mean-variance portfolio optimization. Representing model complexity by the number of assets, we find that the performance of low-dimensional models ini
Externí odkaz:
http://arxiv.org/abs/2411.18830
The Sharpe ratio is an important and widely-used risk-adjusted return in financial engineering. In modern portfolio management, one may require an m-sparse (no more than m active assets) portfolio to save managerial and financial costs. However, few
Externí odkaz:
http://arxiv.org/abs/2410.21100
Autor:
Steven E. Pav
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 properties