The Sharpe ratio : statistics and applications /: statistics and applications. (2021)

• Record Type: Book
• Further Information: Note: Steven E. Pav.
• Authors: Pav, Steven E
• Contents: I The Sharpe Ratio ; 1. The Sharpe Ratio and the Signal-Noise Ratio; 2. The Sharpe Ratio for Gaussian Returns; 3. The Sharpe Ratio for Other Returns; 4. Overoptimism II Maximizing the Signal-Noise Ratio ; 5. Maximizing the Sharpe Ratio; 6. Portfolio Inference for Gaussian Returns; 7. Portfolio Inference for Other Returns; 8. Overoptimism and Overfitting; 9. Market Timing; 10. Backtesting; Appendix A Prerequisites
• Edition: 1st
• Publisher Details: Boca Raton : Chapman & Hall/CRC
• Publication Date: 2021
• Extent: 1 online resource, illustrations (black and white)
• Subjects: 332.63221; Risk-return relationships; Investment analysis
• Languages: English
• ISBNs: 9781000442762; 9781000442717; 9781003181057
• Related ISBNs: 9781032019307
• Notes: Note: Description based on CIP data; resource not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.