Back to Search Start Over

The Sharpe ratio and long-run investment decisions

Authors :
Best, Ronald
Hodges, Charles W.
Yoder, James A.
Source :
Journal of Investing. Summer, 2007, Vol. 16 Issue 2, p70, 7 p.
Publication Year :
2007

Abstract

The Sharpe ratio (1966, 1994) is an approach to evaluating portfolio performance that considers the reward received relative to the risk assumed. It is defined as the ratio of a [...]

Details

Language :
English
ISSN :
10680896
Volume :
16
Issue :
2
Database :
Gale General OneFile
Journal :
Journal of Investing
Publication Type :
Periodical
Accession number :
edsgcl.165362864