夏普比率 (Chinese Wikipedia)

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archive.org

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.

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

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

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）.

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）.

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）.

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）.