A Sharper Ratio: A General Measure for Correctly Ranking Non-Normal Investment Risks Kent Smetters ∗ Xingtan Zhang †

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Date: 2016-01-28 18:02:14 Financial ratios Mathematical finance Financial risk Utility Decision theory Sharpe ratio Risk aversion Sortino ratio Expected utility hypothesis Hyperbolic absolute risk aversion Risk-neutral measure Beta		A Sharper Ratio: A General Measure for Correctly Ranking Non-Normal Investment Risks Kent Smetters ∗ Xingtan Zhang † Add to Reading List Source URL: www.q-group.org Download Document from Source Website File Size: 284,54 KB Share Document on Facebook

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