Effectiveness of Sarpe ratio
Автор: Makhrova E.E., Sychava A.M.
Журнал: Форум молодых ученых @forum-nauka
Статья в выпуске: 1-2 (29), 2019 года.
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This article considers Sharpe ratio that is used to determine the effectiveness of investment portfolio. With its help we can see as previously profitability was related to risk and find out the probability of regular income in the future. Also the article says how to calculate this ratio. It presents an example calculation of trader's work for the quarter.
Sharpe ratio, profitability, risk, investment, risk-free investments, investment portfolio, investment fund
Короткий адрес: https://sciup.org/140284834
IDR: 140284834
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