Sharpe ratio (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Sharpe ratio" in English language version.

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Wilmott, Paul (2007). Paul Wilmott introduces Quantitative Finance (Second ed.). Wiley. pp. 429–432. ISBN 978-0-470-31958-1.

cfainstitute.org

Shah, Sunit N. (2014), The Principal-Agent Problem in Finance, CFA Institute, p. 14

doi.org

Sharpe, W. F. (1966). "Mutual Fund Performance". Journal of Business. 39 (S1): 119–138. doi:10.1086/294846.
Sharpe, William F. (1994). "The Sharpe Ratio". The Journal of Portfolio Management. 21 (1): 49–58. doi:10.3905/jpm.1994.409501. S2CID 55394403. Retrieved June 12, 2012.
Agarwal, Vikas; Naik, Narayan Y. (2004). "Risks and Portfolio Decisions Involving Hedge Funds". The Review of Financial Studies. 17 (1): 63–98. doi:10.1093/rfs/hhg044. ISSN 0893-9454. JSTOR 1262669.
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.
Gibbons M; Ross S; Shanken J (September 1989). "A test of the efficiency of a given portfolio". Econometrica. 57 (5): 1121–1152. CiteSeerX 10.1.1.557.1995. doi:10.2307/1913625. JSTOR 1913625.
Roy, Arthur D. (July 1952). "Safety First and the Holding of Assets". Econometrica. 20 (3): 431–450. doi:10.2307/1907413. JSTOR 1907413.
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. S2CID 154908707.

investopedia.com

"Understanding The Sharpe Ratio". Retrieved March 14, 2011.

jstor.org

Agarwal, Vikas; Naik, Narayan Y. (2004). "Risks and Portfolio Decisions Involving Hedge Funds". The Review of Financial Studies. 17 (1): 63–98. doi:10.1093/rfs/hhg044. ISSN 0893-9454. JSTOR 1262669.
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.
Gibbons M; Ross S; Shanken J (September 1989). "A test of the efficiency of a given portfolio". Econometrica. 57 (5): 1121–1152. CiteSeerX 10.1.1.557.1995. doi:10.2307/1913625. JSTOR 1913625.
Roy, Arthur D. (July 1952). "Safety First and the Holding of Assets". Econometrica. 20 (3): 431–450. doi:10.2307/1907413. JSTOR 1907413.

lhpedersen.com

docs.lhpedersen.com

http://docs.lhpedersen.com/BuffettsAlpha.pdf ^{[bare URL PDF]}

psu.edu

citeseerx.ist.psu.edu

Gibbons M; Ross S; Shanken J (September 1989). "A test of the efficiency of a given portfolio". Econometrica. 57 (5): 1121–1152. CiteSeerX 10.1.1.557.1995. doi:10.2307/1913625. JSTOR 1913625.

semanticscholar.org

api.semanticscholar.org

Sharpe, William F. (1994). "The Sharpe Ratio". The Journal of Portfolio Management. 21 (1): 49–58. doi:10.3905/jpm.1994.409501. S2CID 55394403. Retrieved June 12, 2012.
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. S2CID 154908707.

ssrn.com

Bailey, D. and M. López de Prado (2012): "The Sharpe Ratio Efficient Frontier", Journal of Risk, 15(2), pp.3-44. Available at https://ssrn.com/abstract=1821643
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 https://ssrn.com/abstract=2003638

stanford.edu

Sharpe, William F. (1994). "The Sharpe Ratio". The Journal of Portfolio Management. 21 (1): 49–58. doi:10.3905/jpm.1994.409501. S2CID 55394403. Retrieved June 12, 2012.

worldcat.org

search.worldcat.org

Agarwal, Vikas; Naik, Narayan Y. (2004). "Risks and Portfolio Decisions Involving Hedge Funds". The Review of Financial Studies. 17 (1): 63–98. doi:10.1093/rfs/hhg044. ISSN 0893-9454. JSTOR 1262669.