Sharpe ratio, the: statistics and applications
Auteur :
Pav, Steven E.
Éditeur :
Taylor & Francis Ltd
ISBN :
9781032019314
Date de publication :
25 sept. 2023
Dimensions :
23,4 x 15,6 cm
Poids :
780 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
The Sharpe Ratio: Statistics and Applications is an essential reference for the practicing quant strategist and the researcher alike, and an invaluable textbook for the student. It is the most widely used metric for comparing the performance of financial assets.