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  • Search: subject_exact:"Sharpe ratio"
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Year of publication
Subject
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Sharpe ratio 309 Portfolio selection 220 Portfolio-Management 220 Capital income 148 Kapitaleinkommen 148 Sharpe Ratio 92 Theorie 90 Theory 88 Performance measurement 69 Investment Fund 66 Investmentfonds 66 Risk 63 Risiko 62 Performance-Messung 59 CAPM 56 Estimation theory 35 Schätztheorie 35 Risikomaß 33 Risk measure 33 Financial analysis 32 Finanzanalyse 32 Anlageverhalten 27 Behavioural finance 26 Betriebliche Kennzahl 23 Financial ratio 23 Risikoprämie 23 Risk premium 23 Börsenkurs 22 Estimation 22 Hedge fund 22 Schätzung 22 Share price 22 Volatility 21 Volatilität 20 Hedgefonds 19 Treynor ratio 19 sharpe ratio 18 Aktienmarkt 17 Forecasting model 17 Prognoseverfahren 17
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Online availability
All
Undetermined 174 Free 159 CC license 18
Type of publication
All
Article 306 Book / Working Paper 117 Other 1
Type of publication (narrower categories)
All
Article in journal 227 Aufsatz in Zeitschrift 227 Working Paper 48 Arbeitspapier 30 Graue Literatur 30 Non-commercial literature 30 Article 19 Aufsatz im Buch 5 Book section 5 Hochschulschrift 3 research-article 3 Thesis 2 review-article 2 Conference Paper 1 Conference paper 1 Konferenzbeitrag 1
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Language
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English 320 Undetermined 91 German 10 Spanish 2 Indonesian 1
Author
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Uhlig, Harald 11 Auer, Benjamin R. 10 Frahm, Gabriel 9 Hodoshima, Jiro 9 Van Vuuren, Gary 7 Kliem, Martin 6 Schuhmacher, Frank 6 Yamawake, Toshiyuki 6 Pettenuzzo, Davide 5 Wickern, Tobias 5 Anderson, Gordon 4 Nguyen-Thi-Thanh, Huyen 4 Serrano, Roberto 4 Wong, Wing-Keung 4 Aumann, Robert J. 3 Bailey, David H. 3 Bednarek, Ziemowit 3 Cherchye, Laurens 3 Eling, Martin 3 Gasbarro, Dominic 3 Giacometti, Rosella 3 Heymans, André 3 Imbs, Jean 3 Kalash, Svetlana 3 Lettau, Martin 3 Ling, Aifan 3 Malhotra, Davinder Kumar 3 Patel, Pratish 3 Saelens, Dieter 3 Sturgess, Jason 3 Timmermann, Allan 3 Valkanov, Rossen 3 Van Dyk, François 3 Van Heerden, Chris 3 Varamini, Hossein 3 Vigna, Elena 3 Welch, Ivo 3 Wiechers, Christof 3 Wolf, Michael 3 Ye, Jiang 3
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 8 C.E.P.R. Discussion Papers 5 HAL 5 Henley Business School, University of Reading 4 Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät 3 Centre for Market and Public Organisation (CMPO), University of Bristol 2 Centro de Estudios Monetarios y Financieros (CEMFI) 2 Collegio Carlo Alberto, Università degli Studi di Torino 2 Finance Discipline Group, Business School 2 HEC Paris (École des Hautes Études Commerciales) 2 School of Management, Yale University 2 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Bank for International Settlements (BIS) 1 COMISEF 1 Center for the Study of Rationality, Hebrew University of Jerusalem 1 Centre Emile Bernheim, Solvay Brussels School of Economics and Management 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto 1 Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics, International Business School, Brandeis University 1 Department of Economics, National University of Singapore 1 Deutsche Bundesbank 1 Directorate for Financial, Fiscal and Enterprises Affairs, Organisation de Coopération et de Développement Économiques (OCDE) 1 East Asian Bureau of Economic Research (EABER) 1 Econometric Society 1 Economic Research Southern Africa (ERSA) 1 Economics Department, University of Wisconsin-Whitewater 1 Frankfurt School of Finance and Management 1 Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia 1 IBMEC Business School - Rio de Janeiro 1 Institut ekonomických studií, Univerzita Karlova v Praze 1 Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 1 Research Department, Borsa İstanbul 1 Rodney L. White Center for Financial Research 1 Rosenberg Institute of Global Finance, Department of Economics, International Business School 1 Université Paris-Dauphine (Paris IX) 1
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Published in...
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Finance research letters 11 MPRA Paper 8 Journal of investment management : JOIM 7 The journal of asset management 6 CEPR Discussion Papers 5 International review of financial analysis 5 Journal of financial economics 5 Quantitative finance 5 Risks : open access journal 5 Applied economics 4 ICMA Centre Discussion Papers in Finance 4 International journal of economics and finance 4 Journal of Risk and Financial Management 4 Journal of risk and financial management : JRFM 4 Research in international business and finance 4 Risks 4 The journal of applied business research 4 Working Papers / HAL 4 American Journal of Business 3 Discussion Papers in Econometrics and Statistics 3 Discussion Papers in Statistics and Econometrics 3 Economic modelling 3 International business and economics research journal 3 International journal of theoretical and applied finance 3 Mathematics and financial economics 3 Mudra : journal of finance and accounting 3 Operations research 3 Physica A: Statistical Mechanics and its Applications 3 The North American journal of economics and finance : a journal of financial economics studies 3 The journal of investment strategies 3 Working paper / National Bureau of Economic Research, Inc. 3 Carlo Alberto Notebooks 2 Cogent economics & finance 2 Computational Statistics 2 Discussion paper 2 Discussion paper series / IZA 2 Economics Letters 2 Economics letters 2 European Journal of Government and Economics (EJGE) 2 Finance a úvěr 2
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Source
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ECONIS (ZBW) 266 RePEc 113 EconStor 38 Other ZBW resources 5 BASE 2
Showing 1 - 10 of 424
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The performance of ESG portfolios : evidence from the Chinese market under COVID-19
Wang, Shaolin; Cheng, Ho Cheung; Wang, Jianli; Yick, Ho Yin - In: Economic modelling 143 (2025), pp. 1-10
Persistent link: https://www.econbiz.de/10015193393
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Does Social Pension Insurance Increase the Efficiency of Household Financial Portfolios?
Liu, Xueying; Zhao, Zhong - 2024
This study investigates the impact of social pension insurance on the efficiency of household financial portfolios, utilizing data from the 2019 wave of the China Household Finance Survey. Our findings indicate that social pension insurance significantly enhances the efficiency of household...
Persistent link: https://www.econbiz.de/10015210910
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Financial portfolio performance of Belgian households: A nonparametric assessment
Cherchye, Laurens; de Rock, Bram; Saelens, Dieter - 2024
We analyze the financial portfolio performance of Belgian households, using data from the 2010, 2014 and 2017 waves of the Household Finance and Consumption Survey survey. We document the characteristics of households that participate in risky asset markets, and we examine which households...
Persistent link: https://www.econbiz.de/10014550305
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Navigating market volatility : risk and return insights from Indian mutual funds
Malhotra, Davinder Kumar; Singh, Rahul; Ramani, L. - In: Cogent economics & finance 12 (2024) 1, pp. 1-21
This study evaluates Indian mutual funds using a variety of criteria, demonstrating a historical tendency of lower monthly returns and volatility when compared to benchmark indexes. This positive risk profile implies that it will appeal to investors who want stability. Despite COVID-19-induced...
Persistent link: https://www.econbiz.de/10015192483
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Should expected or most likely returns be the focus in investment decisions? : introducing "most likely" versions of Sharpe and Sortino ratios
Anderson, Gordon; Linton, Oliver - 2024
Persistent link: https://www.econbiz.de/10015159261
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Does social pension insurance increase the efficiency of household financial portfolios?
Liu, Xueying; Zhao, Zhong - 2024
This study investigates the impact of social pension insurance on the efficiency of household financial portfolios, utilizing data from the 2019 wave of the China Household Finance Survey. Our findings indicate that social pension insurance significantly enhances the efficiency of household...
Persistent link: https://www.econbiz.de/10015137803
Saved in:
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Nonparametric analysis of financial portfolio performance
Cherchye, Laurens; Rock, Bram de; Saelens, Dieter - 2024
Persistent link: https://www.econbiz.de/10014553089
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A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures
Kaucic, Massimiliano; Piccotto, Filippo; Sbaiz, Gabriele - In: Computational management science 21 (2024) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10014442612
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Financial portfolio performance of Belgian households : a nonparametric assessment
Cherchye, Laurens; Rock, Bram de; Saelens, Dieter - 2024
We analyze the financial portfolio performance of Belgian households, using data from the 2010, 2014 and 2017 waves of the Household Finance and Consumption Survey survey. We document the characteristics of households that participate in risky asset markets, and we examine which households...
Persistent link: https://www.econbiz.de/10014520151
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Some results on bivariate squared maximum sharpe ratio
Mousavi, Samane Al-sadat; Dolati, Ali; Dastbaravarde, Ali - In: Risks : open access journal 12 (2024) 6, pp. 1-17
The Sharpe ratio is a widely used tool for assessing investment strategy performance. An essential part of investing involves creating an appropriate portfolio by determining the optimal weights for desired assets. Before constructing a portfolio, selecting a set of investment opportunities is...
Persistent link: https://www.econbiz.de/10014636835
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