Question
A portfolio with a 25% standard deviation generated a return of 15% last year when T Bills were paying 4.5%. This portfolio had a Sharpe
A portfolio with a 25% standard deviation generated a return of 15% last year when T Bills were paying 4.5%. This portfolio had a Sharpe ratio (reward to variability ratio) of _____.
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Machine Learning And Knowledge Discovery In Databases European Conference Ecml Pkdd 2018 Dublin Ireland September 10 14 2018 Proceedings Part 1 Lnai 11051
Authors: Michele Berlingerio ,Francesco Bonchi ,Thomas Gartner ,Neil Hurley ,Georgiana Ifrim
1st Edition
3030109240, 978-3030109240
