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The Sharpe Ratio最新文献

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Market Timing 市场时机
The Sharpe Ratio Pub Date : 2021-08-05 DOI: 10.1002/9781118467220.ch26
Steven E. Pav
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引用次数: 0
Overoptimism and Overfitting 过度乐观和过度拟合
The Sharpe Ratio Pub Date : 2021-08-05 DOI: 10.1201/9781003181057-10
Steven E. Pav
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引用次数: 0
Overoptimism 过于乐观
The Sharpe Ratio Pub Date : 2021-08-05 DOI: 10.1201/9781003181057-5
Steven E. Pav
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引用次数: 0
Portfolio Inference for Gaussian Returns 高斯收益的投资组合推断
The Sharpe Ratio Pub Date : 2021-08-05 DOI: 10.1201/9781003181057-8
Steven E. Pav
{"title":"Portfolio Inference for Gaussian Returns","authors":"Steven E. Pav","doi":"10.1201/9781003181057-8","DOIUrl":"https://doi.org/10.1201/9781003181057-8","url":null,"abstract":"","PeriodicalId":432720,"journal":{"name":"The Sharpe Ratio","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127314701","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The Sharpe Ratio for Gaussian Returns 高斯回归的夏普比率
The Sharpe Ratio Pub Date : 2021-08-05 DOI: 10.1201/9781003181057-3
Steven E. Pav
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引用次数: 0
The Sharpe Ratio for Other Returns 其他收益的夏普比率
The Sharpe Ratio Pub Date : 2021-08-05 DOI: 10.1201/9781003181057-4
Steven E. Pav
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引用次数: 0
Maximizing the Sharpe Ratio 最大化夏普比率
The Sharpe Ratio Pub Date : 2021-08-05 DOI: 10.1201/9781003181057-7
Steven E. Pav
{"title":"Maximizing the Sharpe Ratio","authors":"Steven E. Pav","doi":"10.1201/9781003181057-7","DOIUrl":"https://doi.org/10.1201/9781003181057-7","url":null,"abstract":"","PeriodicalId":432720,"journal":{"name":"The Sharpe Ratio","volume":"23 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131350248","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Portfolio Inference for Other Returns 其他收益的投资组合推断
The Sharpe Ratio Pub Date : 2021-08-05 DOI: 10.1201/9781003181057-9
Steven E. Pav
{"title":"Portfolio Inference for Other Returns","authors":"Steven E. Pav","doi":"10.1201/9781003181057-9","DOIUrl":"https://doi.org/10.1201/9781003181057-9","url":null,"abstract":"","PeriodicalId":432720,"journal":{"name":"The Sharpe Ratio","volume":"100 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116467253","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The Sharpe Ratio and the Signal-Noise Ratio 夏普比和信噪比
The Sharpe Ratio Pub Date : 2021-08-05 DOI: 10.1201/9781003181057-2
Steven E. Pav
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引用次数: 1
† Backtesting
The Sharpe Ratio Pub Date : 2021-08-05 DOI: 10.1201/9781003181057-12
Steven E. Pav
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引用次数: 0
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