wyszukanych pozycji: 3
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The time aggregation of Sharpe ratio
ISBN: 9783639187373 / Angielski / Miękka / 2009 / 108 str. Termin realizacji zamówienia: ok. 13-18 dni roboczych. More than four decades have passed and the Sharpe Ratio (SR) continues to be one of the most popular portfolio risk adjusted performance measures. In this monograph we comment on Los (2002) results for the time aggregation of SR considering a different approach to deal with the conditional heteroskedasticity of returns. Based on a theorem proposed by Diebold (1986, 1988) we verify that the most common method for time aggregation, the product of the higher-frequency SR by the square root of the number of periods contained in the lower-frequency holding period, can still be used in the presence...
More than four decades have passed and the Sharpe Ratio (SR) continues to be one of the most popular portfolio risk adjusted performance measures. In ...
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cena:
245,83 zł |
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Amostragem, Testes de Conformidade e Testes Substantivos em Auditoria: Com aplicações em Excel e SIPTA
ISBN: 9781722419448 / Portugalski / Miękka / 2018 / 170 str. Termin realizacji zamówienia: ok. 13-18 dni roboczych. |
cena:
65,28 zł |
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MATHEMATICS in Bullet Points: WHAT YOU MUST KNOW BEFORE STARTING A MSc OR PhD PROGRAM - Applications in Excel
ISBN: 9781717375667 / Angielski / Miękka / 2018 / 128 str. Termin realizacji zamówienia: ok. 13-18 dni roboczych. |
cena:
43,50 zł |