A Case for Tail-Risk-Based Sharpe Ratios | The Journal of Portfolio Management
Mathematics | Free Full-Text | Alternative Financial Methods for Improving the Investment in Renewable Energy Companies | HTML
Calmar Ratio | Example | Explanation with Excel Template
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Calmar Ratio of Fund | PDF | Financial Economics | Investing
PDF) Establishing the risk denominator in a Sharpe ratio framework for share selection from a momentum investment strategy approach
Mathematics | Free Full-Text | Alternative Financial Methods for Improving the Investment in Renewable Energy Companies | HTML
Econometric Modeling to Measure the Efficiency of Sharpe's Ratio with Strong Autocorrelation Portfolios
Calmar Ratio | Example | Explanation with Excel Template
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PDF) The stability and downside risks to contrarian profits EK adjustments-Revision December 2020
Establishing the risk denominator in a Sharpe ratio framework for share selection from a momentum investment strategy approach
Robust evidence on the similarity of Sharpe ratio and drawdown-based hedge fund performance rankings - ScienceDirect
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Revista ESPACIOS | Vol. 39 (Nº 33) Año 2018
Calmar Ratio Tutorial and Excel spreadsheet.
Establishing the risk denominator in a Sharpe ratio framework for share selection from a momentum investment strategy approach
Calmar Ratio Tutorial and Excel spreadsheet.
Calmar Ratio of Fund | PDF | Financial Economics | Investing
Sparse minimax portfolio and Sharpe ratio models
Establishing the risk denominator in a Sharpe ratio framework for share selection from a momentum investment strategy approach
Establishing the risk denominator in a Sharpe ratio framework for share selection from a momentum investment strategy approach
Yes, the choice of performance measure does matter for ranking of us mutual funds - Ornelas - 2012 - International Journal of Finance & Economics - Wiley Online Library
