Browsing: William F Sharpe

Posts Tagged ‘ William F Sharpe ’

Fixing the Sharpe Ratio: A Machine Learning Approach

Jun 16th, 2019 | Filed under: Performance, Analytics & Metrics, Newly Added, Risk management, Benchmarking & Performance Attribution, Risk Metrics and Measurement, The A.I. Industry, Risk Management Strategies & Processes, Hedge Funds

The Sharpe ratio has long served as a simple but important item in the due diligence tool kit. Formulated by William F. Sharpe in 1966 and first called the “reward to variability” ratio, the number arises from an investment’s rate of return minus the risk-free rate divided by the standardRead More