The Sharpe ratio is the most widely used risk metric in the quantitative finance community - amazingly, essentially everyone gets it wrong. In this note, we will make a quixotic effort to rectify the situation.
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- Title: MoneyScience: MoneyScience's news channel - arXiv > Recent Papers in Quant Finance
- Channel Number: 67802952
- Language: English
- Registered On: August 11, 2016, 5:12 am
- Number of Articles: 2696
- Latest Snapshot: September 23, 2019, 8:53 pm
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