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The Sharpe Ratio: Statistics and Applications 1st edition
Steven E. Pav
The Sharpe Ratio: Statistics and Applications 1st edition
Steven E. Pav
The Sharpe Ratio: Statistics and Applications is an essential reference for the practicing quant strategist and the researcher alike, and an invaluable textbook for the student. It is the most widely used metric for comparing the performance of financial assets.
496 pages, 78 Line drawings, black and white; 13 Tables, black and white; 78 Illustrations, black an
Media | Books Hardcover Book (Book with hard spine and cover) |
Released | September 23, 2021 |
ISBN13 | 9781032019307 |
Publishers | Taylor & Francis Ltd |
Pages | 470 |
Dimensions | 243 × 161 × 34 mm · 890 g |
Language | English |
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