Sharper Than Sharpe: A New Portfolio Measure
A novel portfolio measure of risk-adjusted excess returns is introduced, which views any negative impact on compound return as risk, addressing some criticisms of the Sharpe ratio.
Featured in No. 49 on 15 May 2024 · 5 days after release · 0 citations today
- Released
- 10 May 2024
- First featured
- No. 49 · 15 May 2024
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 7
- Identifier
- SSRN 4823752
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).