结果：找到“The Sharpe Ratio”相关内容7个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
Maximize the Sharpe Ratio and Minimize a VaR
1 个回复 - 481 次查看 【作者(必填)】Robert B. Durand, Hedieh Jafarpour, Claudia Klüppelberg and Ross Maller 【文题(必填)】Maximize the Sharpe Ratio and Minimize a VaR 【年份(必填)】The Journal of Wealth Management S ...2019-8-9 01:23 - wangzt - 求助成功区
1 个回复 - 481 次查看 【作者(必填)】Robert B. Durand, Hedieh Jafarpour, Claudia Klüppelberg and Ross Maller 【文题(必填)】Maximize the Sharpe Ratio and Minimize a VaR 【年份(必填)】The Journal of Wealth Management S ...2019-8-9 01:23 - wangzt - 求助成功区
The Sharpe Ratio and Long-Run Investment Decisions
1 个回复 - 480 次查看 【作者(必填)】Ronald W Best, Charles W. Hodges and James A. Yoder 【文题(必填)】The Sharpe Ratio and Long-Run Investment Decisions 【年份(必填)】The Journal of Investing Summer 2007, 16 (2) 70-76 ...2019-7-30 02:03 - wangzt - 求助成功区
1 个回复 - 480 次查看 【作者(必填)】Ronald W Best, Charles W. Hodges and James A. Yoder 【文题(必填)】The Sharpe Ratio and Long-Run Investment Decisions 【年份(必填)】The Journal of Investing Summer 2007, 16 (2) 70-76 ...2019-7-30 02:03 - wangzt - 求助成功区
The Symmetric Downside-Risk Sharpe Ratio
4 个回复 - 754 次查看 【作者(必填)】William T. Ziemba 【文题(必填)】The Symmetric Downside-Risk Sharpe Ratio 【年份(必填)】2005 【全文链接或数据库名称(选填)】http://jpm.iijournals.com/content/32/1/1082018-10-24 01:59 - yishuiyuan2604 - 求助成功区
4 个回复 - 754 次查看 【作者(必填)】William T. Ziemba 【文题(必填)】The Symmetric Downside-Risk Sharpe Ratio 【年份(必填)】2005 【全文链接或数据库名称(选填)】http://jpm.iijournals.com/content/32/1/1082018-10-24 01:59 - yishuiyuan2604 - 求助成功区
Effect of Booms and Busts on the Sharpe Ratio
1 个回复 - 759 次查看 【作者(必填)】Ziemowit Bednarek and Pratish Patel 【文题(必填)】Effect of Booms and Busts on the Sharpe Ratio 【年份(必填)】Vol. 43, No. 2, Winter 2017: pp. 105-114. 【全文链接或数据库名称(选 ...2017-2-3 10:22 - lopemann - 求助成功区
1 个回复 - 759 次查看 【作者(必填)】Ziemowit Bednarek and Pratish Patel 【文题(必填)】Effect of Booms and Busts on the Sharpe Ratio 【年份(必填)】Vol. 43, No. 2, Winter 2017: pp. 105-114. 【全文链接或数据库名称(选 ...2017-2-3 10:22 - lopemann - 求助成功区
The deflated sharpe ratio: Correcting for selection bias, backtest overfitting a
2 个回复 - 1131 次查看 【作者(必填)】David H. Bailey and Marcos López de Prado 【文题(必填)】The deflated sharpe ratio: Correcting for selection bias, backtest overfitting a 【年份(必填)】2014 【全文链接或数据库名 ...2016-8-23 22:44 - MemMao - 求助成功区
2 个回复 - 1131 次查看 【作者(必填)】David H. Bailey and Marcos López de Prado 【文题(必填)】The deflated sharpe ratio: Correcting for selection bias, backtest overfitting a 【年份(必填)】2014 【全文链接或数据库名 ...2016-8-23 22:44 - MemMao - 求助成功区
Andrew W.Lo:The Statistics of Sharpe Ratios
0 个回复 - 1736 次查看 The building blocks of the Sharpe ratio--expected returns and volatilities--are unknown quantities that must be estimated statistically and are, therefore, subject to estimation error. This raises ...2013-5-18 00:19 - delphy_crystal - 金融学（理论版）
0 个回复 - 1736 次查看 The building blocks of the Sharpe ratio--expected returns and volatilities--are unknown quantities that must be estimated statistically and are, therefore, subject to estimation error. This raises ...2013-5-18 00:19 - delphy_crystal - 金融学（理论版）
Memmel（2003）Performance Hypothesis Testing with the Sharpe Ratio
1 个回复 - 807 次查看 【作者(必填)】Memmel 【文题(必填)】Performance Hypothesis Testing with the Sharpe Ratio 【年份(必填)】2003 【全文链接或数据库名称(选填)】https://www.researchgate.net/publication/228294035_Per ...2019-2-23 16:08 - 方物鱼 - 文献求助专区
1 个回复 - 807 次查看 【作者(必填)】Memmel 【文题(必填)】Performance Hypothesis Testing with the Sharpe Ratio 【年份(必填)】2003 【全文链接或数据库名称(选填)】https://www.researchgate.net/publication/228294035_Per ...2019-2-23 16:08 - 方物鱼 - 文献求助专区
