answersLogoWhite

0

AllQ&AStudy Guides
Best answer

The Sharpe Ratio was developed by William Forsyth Sharpe. The Sharpe Ratio allows one to measure the risk premium of an investment asset and is commonly used in banking and finance.

This answer is:
Related answers

The Sharpe Ratio was developed by William Forsyth Sharpe. The Sharpe Ratio allows one to measure the risk premium of an investment asset and is commonly used in banking and finance.

View page

The portfolio with the highest Sharpe ratio is on the efficient frontier, according CAPM.

The Excel spreadsheet at the related link allows you to calculate a Sharpe optimal portfolio

View page

The related link provides an excel template and some notes on how to calculate the sharpe ratio..pretty simple and effective.

View page

Vanguard Wellesley Fund (VWINX) has a 3 year Sharpe ratio of over 2 and a Sortino ratio over 6. That's the best I've come across.

View page

The Sharpe Ratio for a portfolio of several investments is maximized when the investment weights are adjusted such that the expected return divided by the combined portfolio variance is maximized.

See the related link for an Excel spreadsheet you explore this concept it.

View page
Featured study guide

Accounting

6 cards

what is liquidity ratio analysis

types of liquidity ratios

current ratio

quick ratio

➡️
See all cards
3.75
4 Reviews
People also asked

The order of the sharpe tv show?

View results

What is a dog?

View results
More study guides
No Reviews

No Reviews
Search results