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A Note on Trader Sharpe Ratios
Traders in the financial world are assessed by the amount of money they make and, increasingly, by the amount of money they make per unit of risk taken, a measure known as the Sharpe Ratio. Little is known about the average Sharpe Ratio among traders, but the Efficient Market Hypothesis suggests tha...
| Autores principales: | , |
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| Formato: | Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2009
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC2776986/ https://www.ncbi.nlm.nih.gov/pubmed/19946367 http://dx.doi.org/10.1371/journal.pone.0008036 |