Sharpe Ratio - Articles - Scientific Research Publishing

Reinterpreting the Sharpe Ratio as a Measure of Investment Return from Alpha (Articles)

Michele Anelli

Modern Economy Vol.14 No.2, February 6, 2023

DOI: 10.4236/me.2023.142003 363 Downloads 2,675 Views Citations
Investment Trust Performance Analysis Report Based on JPMorgan, Witan and Monks (Articles)

Wanchao Liu

American Journal of Industrial and Business Management Vol.10 No.8, August 31, 2020

DOI: 10.4236/ajibm.2020.108097 575 Downloads 1,959 Views Citations
Investing on the CAPM Pricing Error (Articles)

José Carlos de Souza Santos, Elias Cavalcante Filho

Technology and Investment Vol.8 No.1, February 22, 2017

DOI: 10.4236/ti.2017.81006 2,284 Downloads 6,254 Views Citations
The Volatility Effect: Recent Evidence from Indian Markets (Articles)

Nehal Joshipura, Mayank Joshipura

Theoretical Economics Letters Vol.9 No.6, August 30, 2019

DOI: 10.4236/tel.2019.96136 1,016 Downloads 2,708 Views Citations
The Sharpe Ratio’s Upper Bound of the Portfolios in the Presence of a Benchmark: Application to the US Financial Market (Articles)

Jiang Ye, Yiwei Wang, Muhammad Wajid Raza

Journal of Mathematical Finance Vol.12 No.3, August 25, 2022

DOI: 10.4236/jmf.2022.123030 335 Downloads 1,697 Views Citations
When Investing in Stocks, Is Boring Better? Introducing the “High Volatility Anomaly” in a Post-Meme Stock World (Articles)

Anthony C. Bozza

Journal of Mathematical Finance Vol.14 No.3, August 22, 2024

DOI: 10.4236/jmf.2024.143020 245 Downloads 1,348 Views Citations
Evaluating Fund Performance Based on Lp Quantile Nonlinear Regression Model (Articles)

Ying Sun, Fuming Lin

Open Journal of Applied Sciences Vol.14 No.11, November 25, 2024

DOI: 10.4236/ojapps.2024.1411211 81 Downloads 632 Views Citations
Performance Characteristics of Hedge Fund Indices (Articles)

Sheeba Kapil, Jayesh Gupta

Theoretical Economics Letters Vol.9 No.6, August 30, 2019

DOI: 10.4236/tel.2019.96138 1,638 Downloads 4,743 Views Citations
Ex Post Efficient Set Mathematics (Articles)

Christopher Adcock

Journal of Mathematical Finance Vol.3 No.1A, March 29, 2013

DOI: 10.4236/jmf.2013.31A019 5,702 Downloads 9,094 Views Citations
This article belongs to the Special Issue on Forecasting and Portfolio Construction
Small versus Large Caps—Empirical Performance Analyses of Stock Market Indices in Germany, EU & US since Global Financial Crisis (Articles)

Ernst J. Fahling, Mario Ghiani, Diethard Simmert

Journal of Financial Risk Management Vol.9 No.4, December 8, 2020

DOI: 10.4236/jfrm.2020.94023 1,894 Downloads 5,255 Views Citations
Relationship between Portfolio Distribution, Management, and Composition and the Performance of Brazilian Fixed-Income Investment Funds (2011-2018) (Articles)

Bruno Boalin, Rafael Confetti Gatsios, Fabiano Guasti Lima, Rafael Moreira Antônio

Theoretical Economics Letters Vol.10 No.2, April 23, 2020

DOI: 10.4236/tel.2020.102021 698 Downloads 1,789 Views Citations
Risk Return Relationship in the Portfolio Selection Models (Articles)

Ken Hung, C. W. Yang, Yifan Zhao, Kuo-Hao Lee

Theoretical Economics Letters Vol.8 No.3, February 12, 2018

DOI: 10.4236/tel.2018.83025 1,266 Downloads 4,050 Views Citations
Corporate Financial Performance in the COVID-19 Pandemic (Articles)

Annisa Wantri Fajriyanti, Wiyarni Wiyarni

American Journal of Industrial and Business Management Vol.12 No.1, January 27, 2022

DOI: 10.4236/ajibm.2022.121004 785 Downloads 4,181 Views Citations
Ratio Analysis of Tesco Plc Financial Performance between 2010 and 2014 in Comparison to Both Sainsbury and Morrisons (Articles)

Adejumo Wahab Adewuyi

Open Journal of Accounting Vol.5 No.3, July 29, 2016

DOI: 10.4236/ojacct.2016.53006 11,967 Downloads 22,819 Views Citations
Magnetohydrodynamic equations for toroidal plasmas (Articles)

M. Asif

Natural Science Vol.2 No.2, March 3, 2010

DOI: 10.4236/ns.2010.22015 8,463 Downloads 13,148 Views Citations
Using an Interactive Computer System to Support the Task of Building the Notions of Ratio and Proportion (Articles)

Elena Fabiola Ruiz Ledesma

Creative Education Vol.1 No.2, September 18, 2010

DOI: 10.4236/ce.2010.12017 6,858 Downloads 10,684 Views Citations
Variations of Cup-to-Disc Ratio in Children (Articles)

Sherif Ahmed Kamel Amer, Mohamed Yasser Sayed Saif, Ahmed Tamer Sayed Saif, Passant Sayed Saif

Open Journal of Ophthalmology Vol.4 No.1, February 10, 2014

DOI: 10.4236/ojoph.2014.41003 9,398 Downloads 13,235 Views Citations
Prognostic Value of Neutrophil Lymphocyte Ratio in Second Line Advanced Malignant Pleural Mesothelioma (Articles)

Ahmed El Bastawisy, Maha Yahia, Abdel Rahman M. Abdel Rahman, Rabab Gaafar

Journal of Cancer Therapy Vol.5 No.7, June 23, 2014

DOI: 10.4236/jct.2014.57080 3,937 Downloads 5,500 Views Citations
The Magnetic Field of Earth and Other Celestial Bodies (Articles)

Boris V. Vasiliev

International Journal of Geosciences Vol.6 No.11, November 25, 2015

DOI: 10.4236/ijg.2015.611097 3,398 Downloads 5,801 Views Citations
Differential Factors of Contraceptive Use and Adverse Outcomes of Pregnancy in Women with Ages 15 to 49 in Pretoria, South Africa (Articles)

Zeleke Worku

Journal of Data Analysis and Information Processing Vol.2 No.1, February 26, 2014

DOI: 10.4236/jdaip.2014.21004 3,406 Downloads 6,286 Views Citations

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