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ABC Hedge Fund had a 2% return when the market returned 10%. However, ABC's Sharpe ratio was superior to that of the market benchmark. What
ABC Hedge Fund had a 2% return when the market returned 10%. However, ABC's Sharpe ratio was superior to that of the market benchmark. What is the significance of the Sharpe ratio?
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The Sharpe ratio is a measure comparing excess returns earned relative to the r...
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Global Marketing management
Authors: Masaaki Kotabe, Kristiaan Helsen
5th edition
470505745, 978-0470505748
