Browsing Journal Articles by Author "K. C., Mahesh"
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A robust sharpe ratio
K. C., Mahesh; Laha, Arnab Kumar (Sankhya B : The Indian Journal of Statistics, 2019)Sharpe ratio is one of the widely used measures in the financial literature to compare two or more investment strategies. Since it is a ratio of the excess expected return of a portfolio to its standard deviation of returns, ...