Sharpe ratio: Difference between revisions

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(Created page with "{{a|g|}}The Sharpe ratio, named after William F. Sharpe, who developed it in 1966, measures the performance of a portfolio against a risk-free asset. It is defined as the...")
 
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*[[Back testing]]
*[[Backtesting]]
*[[Black-Scholes option pricing model]]
*[[Black-Scholes option pricing model]]
*[[Gaussian distribution]]
*[[Gaussian distribution]]