How Sharp is the Sharpe Ratio

September 11, 2009 Any discussion on risk-adjusted performance measures must start with the grandfather of all risk measures the Sharpe Ratio or Reward to

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How Profitable Are HighFrequency Strategies

High frequency trading has been taking Wall Street by storm.  While no institution thoroughly tracks performance of high-frequency funds as of the date this

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How are CAPM and the Security Market Line related

It’s crunch time for the CFA crowd, and being done with the process definitely gives Memorial Day weekend a special sweetness for me. I

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An Algorithm for Finding a Portfolio with the Highest Sharpe Ratio

Page 1 ssrn.com/abstract=1767338 AN ALGORITHM FOR FINDING A PORTFOLIO WITH THE HIGHEST SHARPE RATIO Valentyn Khokhlov, MBA Corporate Finance and Investments Consultant Tel: +380-50-4779316

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Ah Yes Let’s Dismiss the Sharpe Ratio InvestorGeeks

Ah, Yes Let’s Dismiss the Sharpe Ratio Christian 15 March 2009 5,250 views One Comment I write trading systems for a living and as

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The path to value in PHCP distribution

Benfield's Blog The following blog is taken from an upcoming book released by Benfield Consulting titled, Building Value: Driving Wholesaler Returns through Strategic and

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Six Sigma

Since Lean and Six Sigma are so complimentary and are becoming so commonly used together by professionals in modern process improvement methods I reference

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Investment Lessons by Jeremy Grantham ROICBlog

Jeremy Granthams 10 Investment Lessons : (thanks to Cullen Thompson for forwarding) 1. Believe in history. history repeats and repeats, and forget it at

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Here s How to Measure ROI in the Real World The Rapid eLearning Blog

Customer Satisfaction = Success   I hired a neighborhood boy to mow my lawn.  I didnt hear the mower running, so I looked outside. 

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Advantages of Return on Invested Capital

By Motley Fool Staff | More Articles As we said in the first part of this series, return on invested capital is like return

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