SSRNTrading, Microstructure & Execution
Efficiency Metrics in Investments and Trading: A Comprehensive Examination
A study emphasizes the need to measure risk-adjusted returns in investments and trading, highlighting metrics like the Sortino Ratio, Calmar Ratio, and Pareschi Ratio.
Featured in No. 17 on 28 Sep 2023 · 2 days after release · 4 citations today
- Released
- 26 Sep 2023
- First featured
- No. 17 · 28 Sep 2023
- Citations (Semantic Scholar)
- 4
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 20
- Identifier
- SSRN 4584524
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).