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The Sharpe Ratio

The Sharpe Ratio

by Steven E. Pav
Hardback
Publication Date: 23/09/2021

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1. Material on single asset problems, market timing, unconditional and conditional portfolio problems, hedged portfolios.
2. Inference via both Frequentist and Bayesian paradigms.
3. A comprehensive treatment of overoptimism and overfitting of trading strategies.
4. Advice on backtesting strategies.
5. Dozens of examples and hundreds of exercises for self study.

ISBN:
9781032019307
9781032019307
Category:
Finance
Format:
Hardback
Publication Date:
23-09-2021
Language:
English
Publisher:
CRC Press LLC
Country of origin:
United States
Dimensions (mm):
233.38x155.57mm
Weight:
0.88kg

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