Andriyashin, Anton V. (contributor) - 2008
acknowledged.
1 Introduction
Professional capital management involves numerous forms of asset allocation and employment of
various … Sharpe ratio of 1.27 vs -0.09. Active stock management via BNS showed its higher efficiency
also compared to selected passive … under management as at December 31,
26
2007) commenting a very similar outcome (in their study, the backtested annualized …