A Short Sharpe Course

193 Pages Posted: 14 Sep 2017

Date Written: August 26, 2017

Abstract

A fully contained short course on the statistics of the Sharpe ratio.

Keywords: Quantitative Finance, Statistics, Sharpe Ratio

JEL Classification: G11

Suggested Citation

Pav, Steven, A Short Sharpe Course (August 26, 2017). Available at SSRN: https://ssrn.com/abstract=3036276 or http://dx.doi.org/10.2139/ssrn.3036276

Steven Pav (Contact Author)

Independent ( email )

No Address Available

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