Sharpe Ratio
Taylor & Francis

Sharpe Ratio

Edition: 1st Edition
Subjects: Economics, Economics, finance, business & management
ISBN13: 9781032019314
Published: 25 Sep 2023

Format - Paperback / softback
By Steven E. Pav

The release of this order may delay up to 4-6 weeks due to congestion at publisher’s warehouse.

Regular price A$77.59
Sale price A$77.59 Regular price A$96.99

Sharpe Ratio

Regular price A$77.59
Sale price A$77.59 Regular price A$96.99
Product description

1. Material on single asset problems, market timing, unconditional and conditional portfolio problems, hedged portfolios2. Inference via both Frequentist and Bayesian paradigms3. A comprehensive treatment of overoptimism and overfitting of trading strategies4. Advice on backtesting strategies5. Dozens of examples and hundreds of exercises for self study.

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