Reinterpreting the Sharpe Ratio as a Measure of Investment Return from Alpha-Reference-Cited by-同舟云学术

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

Published:2023 Issue:02 Volume:14 Page:35-40
ISSN:2152-7245
Container-title:Modern Economy
language:
Short-container-title:ME

Author:

Anelli Michele

Publisher

Scientific Research Publishing, Inc.

Subject

General Medicine

Reference14 articles.

1. Dalio, R. (2011). Engineering Targeted Returns and Risk. Bridgewater Associates. https://bridgewater.brightspotcdn.com/fa/e3/d09e72bd401a8414c5c0bdaf88bb/bridgewater-associates-engineering-targeted-returns-and-risks-aug-2011.pdf

2. Adjusting for risk:

3. Efficient Capital Markets: A Review of Theory and Empirical Work

4. Alpha and Performance Measurement: The Effects of Investor Disagreement and Heterogeneity

5. Sharpening Sharpe Ratios

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