نتایج جستجو برای: sharpe

تعداد نتایج: 1434  

2009
John M. Coates Lionel Page

Traders in the financial world are assessed by the amount of money they make and, increasingly, by the amount of money they make per unit of risk taken, a measure known as the Sharpe Ratio. Little is known about the average Sharpe Ratio among traders, but the Efficient Market Hypothesis suggests that traders, like asset managers, should not outperform the broad market. Here we report the findin...

Journal: :international journal of finance, accounting and economics studies 0

in this research, performance of portfolios formed by use of grid strategy based on new variables (aggressive, indifference and defensive stocks) presented by rahnamaye roodposhti (1388), and traditional ones (growth, growth-value and value stocks), calculated with sharpe and treynor performance measures and tested by an active portfolio management approach to identify the portfolios by perform...

Journal: :SSRN Electronic Journal 2017

Journal: :Geological Magazine 1899

2000
Christophe Hirel Robin A. Sahner Xinyu Zang Kishor S. Trivedi

The SHARPE package is now 1 3 y ears old. A w ell known package in the eld of reliability and performability, SHARPE is used in universities as well as in companies. Many important c hanges have been made during these years to improve the satisfaction of our users. Recently several new algorithms have been added and a Graphical User Interface has been implemented. This paper presents the curren...

2016
Daphne Kaye Sharpe Janice Collins-McNeil Jerrell Wayne Jones

Copyright: © 2016 Sharpe DK, et al. This is an open-access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Understanding the Correlation between Physical Activity and Clinical Depression in Women: A Review of the Literature Daphne K...

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