The Sharpe Ratio: Statistics and Applications - Steven E. Pav - Books - Taylor & Francis Ltd - 9781032019307 - September 23, 2021
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The Sharpe Ratio: Statistics and Applications 1st edition

Steven E. Pav

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The Sharpe Ratio: Statistics and Applications 1st edition

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