Sharpe ratio (English Wikipedia)

Analisys of sources in references of the Wikipedia ariticle en.wikipedia.org/wiki/Sharpe ratio

SiteHosts in references Count Global rank English rank
doi.orgdoi.org↓ (6)654180
archive.orgarchive.org↓ (2)222
ssrn.comssrn.com↓ (2)2945860
stanford.edustanford.edu↓ (1)19898
lhpedersen.comdocs.lhpedersen.com↓ (1)1lowlow
investopedia.cominvestopedia.com↓ (1)1640499
cfainstitute.orgcfainstitute.org↓ (1)1low6755

archive.org

cfainstitute.org

docs.lhpedersen.com

doi.org

  • 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 10.1.1.557.1995. 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.

investopedia.com

ssrn.com

  • 12. Bayley, 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
  • 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 https://ssrn.com/abstract=2003638

stanford.edu

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).

Useful links: