夏普比率 (Chinese Wikipedia)

Analysis of information sources in references of the Wikipedia article "夏普比率" in Chinese language version.

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7doi.org

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4archive.org

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3web.archive.org

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3jstor.org

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3ssrn.com

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1stanford.edu

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1worldcat.org

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1investopedia.com

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archive.org (Global: 6^th place; Chinese: 4^th place)

Jobson JD; Korkie B. Performance hypothesis testing with the Sharpe and Treynor measures. The Journal of Finance. September 1981, 36 (4): 888–908. JSTOR 2327554. doi:10.1111/j.1540-6261.1981.tb04891.x.
Gibbons M; Ross S; Shanken J. A test of the efficiency of a given portfolio. Econometrica. September 1989, 57 (5): 1121–1152. JSTOR 1913625. doi:10.2307/1913625.
Roy, Arthur D. Safety First and the Holding of Assets. Econometrica. July 1952, 20 (3): 431–450. JSTOR 1907413. doi:10.2307/1907413.
Wilmott, Paul. Paul Wilmott introduces Quantitative Finance Second. Wiley. 2007: 429–432. ISBN 978-0-470-31958-1.

doi.org (Global: 2^nd place; Chinese: 23^rd place)

Sharpe, W. F. Mutual Fund Performance. Journal of Business. 1966, 39 (S1): 119–138. doi:10.1086/294846.
Sharpe, William F. The Sharpe Ratio. The Journal of Portfolio Management. 1994, 21 (1): 49–58 [June 12, 2012]. doi:10.3905/jpm.1994.409501. （原始内容存档于2013-11-27）.
Frazzini, Andrea; Kabiller, David; Pedersen, Lasse Heje. Buffett's Alpha. SSRN Electronic Journal. 2018 [2020-04-25]. ISSN 1556-5068. doi:10.2139/ssrn.3197185. （原始内容存档于2020-03-27）（英语）.
Jobson JD; Korkie B. Performance hypothesis testing with the Sharpe and Treynor measures. The Journal of Finance. September 1981, 36 (4): 888–908. JSTOR 2327554. doi:10.1111/j.1540-6261.1981.tb04891.x.
Gibbons M; Ross S; Shanken J. A test of the efficiency of a given portfolio. Econometrica. September 1989, 57 (5): 1121–1152. JSTOR 1913625. doi:10.2307/1913625.
Roy, Arthur D. Safety First and the Holding of Assets. Econometrica. July 1952, 20 (3): 431–450. JSTOR 1907413. doi:10.2307/1907413.
Scholz, Hendrik. Refinements to the Sharpe ratio: Comparing alternatives for bear markets. Journal of Asset Management. 2007, 7 (5): 347–357. doi:10.1057/palgrave.jam.2250040.

investopedia.com (Global: 1,135^th place; Chinese: 852^nd place)

Nick Lioudis. Understanding the Sharpe Ratio. Investopedia. [2011-03-14]. （原始内容存档于2011-03-26）（英语）.

jstor.org (Global: 26^th place; Chinese: 113^th place)

Jobson JD; Korkie B. Performance hypothesis testing with the Sharpe and Treynor measures. The Journal of Finance. September 1981, 36 (4): 888–908. JSTOR 2327554. doi:10.1111/j.1540-6261.1981.tb04891.x.
Gibbons M; Ross S; Shanken J. A test of the efficiency of a given portfolio. Econometrica. September 1989, 57 (5): 1121–1152. JSTOR 1913625. doi:10.2307/1913625.
Roy, Arthur D. Safety First and the Holding of Assets. Econometrica. July 1952, 20 (3): 431–450. JSTOR 1907413. doi:10.2307/1907413.

ssrn.com (Global: 703^rd place; Chinese: 1,016^th place)

ssrn.com

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

papers.ssrn.com

Frazzini, Andrea; Kabiller, David; Pedersen, Lasse Heje. Buffett's Alpha. SSRN Electronic Journal. 2018 [2020-04-25]. ISSN 1556-5068. doi:10.2139/ssrn.3197185. （原始内容存档于2020-03-27）（英语）.

stanford.edu (Global: 179^th place; Chinese: 275^th place)

Sharpe, William F. The Sharpe Ratio. The Journal of Portfolio Management. 1994, 21 (1): 49–58 [June 12, 2012]. doi:10.3905/jpm.1994.409501. （原始内容存档于2013-11-27）.

web.archive.org (Global: 1^st place; Chinese: 1^st place)

Sharpe, William F. The Sharpe Ratio. The Journal of Portfolio Management. 1994, 21 (1): 49–58 [June 12, 2012]. doi:10.3905/jpm.1994.409501. （原始内容存档于2013-11-27）.
Frazzini, Andrea; Kabiller, David; Pedersen, Lasse Heje. Buffett's Alpha. SSRN Electronic Journal. 2018 [2020-04-25]. ISSN 1556-5068. doi:10.2139/ssrn.3197185. （原始内容存档于2020-03-27）（英语）.
Nick Lioudis. Understanding the Sharpe Ratio. Investopedia. [2011-03-14]. （原始内容存档于2011-03-26）（英语）.

worldcat.org (Global: 5^th place; Chinese: 12^th place)

Frazzini, Andrea; Kabiller, David; Pedersen, Lasse Heje. Buffett's Alpha. SSRN Electronic Journal. 2018 [2020-04-25]. ISSN 1556-5068. doi:10.2139/ssrn.3197185. （原始内容存档于2020-03-27）（英语）.

夏普比率 (Chinese Wikipedia)

archive.org (Global: 6th place; Chinese: 4th place)

doi.org (Global: 2nd place; Chinese: 23rd place)

investopedia.com (Global: 1,135th place; Chinese: 852nd place)

jstor.org (Global: 26th place; Chinese: 113th place)

ssrn.com (Global: 703rd place; Chinese: 1,016th place)