The Statistics of Sharpe Ratios - Andrew Lo
returns, stationary returns, and with time aggregation. I show that monthly Sharpe ratios cannot be annualized by multiplying by except under very special circumstances, and I derive the correct method of conversion in the general case of stationary returns. In an illustrative empirical example of mutual funds and hedge funds, I find that the ... ................
................
To fulfill the demand for quickly locating and searching documents.
It is intelligent file search solution for home and business.
Related download
- fae short period return worksheets
- average annualized returns for thrivent flexible premium
- the distribution of stock returns
- nber working paper series earn gs and expected returns
- campbell r harvey
- t bill prices and returns university relations
- introduction to financial econometrics gerald p dwyer
- 2020 instructions for form 2220 irs tax forms
- the statistics of sharpe ratios andrew lo
- why is annualizing risk properly so important exp12 30 16
Related searches
- population statistics of the world
- the practice of statistics fifth edition pdf
- the practice of statistics ap 5e answers
- the practice of statistics 5th edition pdf
- the practice of statistics 5th edition online
- the practice of statistics 4th edition pdf
- the practice of statistics textbook
- the practice of statistics 4th edition
- the practice of statistics 5th edition ebook
- the acts of andrew pdf
- the practice of statistics 5th edition answers
- poverty statistics of the world