A Short Sharpe Course

253 Pages Posted: 14 Sep 2017 Last revised: 13 Jan 2020

Date Written: January 11, 2020

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 (January 11, 2020). Available at SSRN: https://ssrn.com/abstract=3036276 or http://dx.doi.org/10.2139/ssrn.3036276

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