Sharpe ratio (English Wikipedia)

Analisys of sources in references of the Wikipedia ariticle ratio

SiteHosts in references Count Global rank English rank↓ (6)654180↓ (2)222↓ (2)2945860↓ (1)19898↓ (1)1lowlow↓ (1)1640499↓ (1)1low6755

  • 1. Sharpe, W. F. (1966). "Mutual Fund Performance". Journal of Business. 39 (S1): 119–138. doi:10.1086/294846.
  • 2. Sharpe, William F. (1994). "The Sharpe Ratio". The Journal of Portfolio Management. 21 (1): 49–58. doi:10.3905/jpm.1994.409501. Retrieved June 12, 2012.
  • 5. Jobson JD; Korkie B (September 1981). "Performance hypothesis testing with the Sharpe and Treynor measures". The Journal of Finance. 36 (4): 888–908. doi:10.1111/j.1540-6261.1981.tb04891.x. JSTOR 2327554.
  • 6. Gibbons M; Ross S; Shanken J (September 1989). "A test of the efficiency of a given portfolio". Econometrica. 57 (5): 1121–1152. CiteSeerX doi:10.2307/1913625. JSTOR 1913625.
  • 7. Roy, Arthur D. (July 1952). "Safety First and the Holding of Assets". Econometrica. 20 (3): 431–450. doi:10.2307/1907413. JSTOR 1907413.
  • 8. Scholz, Hendrik (2007). "Refinements to the Sharpe ratio: Comparing alternatives for bear markets". Journal of Asset Management. 7 (5): 347–357. doi:10.1057/palgrave.jam.2250040.

  • 12. Bayley, D. and M. López de Prado (2012): "The Sharpe Ratio Efficient Frontier", Journal of Risk, 15(2), pp.3-44. Available at
  • 13. Bailey, D. and M. Lopez de Prado (2013): "The Strategy Approval Decision: A Sharpe Ratio Indifference Curve approach", Algorithmic Finance 2(1), pp. 99-109 Available at

Popularity and reliability assessment of sources in references of Wikipedia in different languages. Data extraction based on complex method using Wikimedia dumps in July 2020. To find the most popular and reliable sources we used information about over 200 million references of Wikipedia articles. More details in the research "Modeling Popularity and Reliability of Sources in Multilingual Wikipedia". Values for PR-score and AR-score were additinaly increased 100 times (to distinguish smaller values in the ranking).

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