Archive for Март, 2017
EconoMonitor Thoughts From Across the Atlantic Does US Fiscal Policy Stabilize or Destabilize the
Textbook discussions of fiscal policy describe it as a stabilizing force for the private economy. Fiscal policy can stabilize aggregate demand by adding to
16 Март, 2015 No Comment Read More
Definition of Treynor Ratio Jack Treynor found the formula for the Treynor Ratio. It is the ratio that measures returns earned in surplus of
16 Март, 2015 No Comment Read More
The CAPM the Sharpe Ratio and the Beta
Download The CAPM, the Sharpe Ratio and the Beta Powerpoint Presentation The CAPM, the Sharpe Ratio and the Beta Outline The CAPM, the Sharpe
16 Март, 2015 No Comment Read More
Sharpe Ratio Range of Possible Values
Which Values Can Sharpe Ratio Reach? Sharpe ratio can theoretically reach any value. It can be any number from negative infinite to positive infinite.
16 Март, 2015 No Comment Read More
Sharpe (Ratio) Thinking about the Investment Opportunity Set and CAPM Relationship
Sharpe (Ratio) Thinking about the Investment Opportunity Set and CAPM Relationship Faculty of Economics, University of Agder, Service Box 422, 4604 Kristiansand, Norway Received
16 Март, 2015 No Comment Read More
Performance And Risk Income Investing And The Sharpe Ratio
Summary The performance and risk of Dividend, Dividend-Growth, and Consumer-Staples income strategies are compared over the past 12 years. Returns and Risk are analyzed
16 Март, 2015 No Comment Read More
Risk Is More Than Standard Deviation
Risk Is More Than Standard Deviation May 1, 2005 Eileen Cohen and William H. Overgard The hedge-fund return patterns are more important than historical
16 Март, 2015 No Comment Read More
Risk adjusted return 101 What it is and why you should care Smarter Investing
The latest investment news from Covestor Risk adjusted return 101: What it is, and why you should care In the investing world, risk and
16 Март, 2015 No Comment Read More
Performance Ratios The Sharpe Ratio and Beyond » The Calculating Investor
Apr 12 2011 Evaluating Investment Alternatives Using Performance Ratios In this post, I look at several ratios which are used to evaluate investment performance.
16 Март, 2015 No Comment Read More
Clarifying the Information Ratio and Sharpe Ratio
Mukul Pareek With the interest in hedge funds and other alternative investment mechanisms soaring, here is an attempt to provide an intuitive explanation for
16 Март, 2015 No Comment Read More
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