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Finance / Financial markets / Mathematical finance / Investment / Sharpe ratio / Capital asset pricing model / Treynor ratio / Standard deviation / Rate of return / Financial economics / Statistics / Financial ratios


A Probabilistic Risk-to-Reward Measure for Evaluating the Performance of Financial Securities
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Document Date: 2013-01-28 12:14:52

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City

Maynooth / /

Company

McDonald’s Corporation / Apple Inc. / Walmart / S&P / F R a.s. / Yn a.s. / Facebook / /

Country

United States / Ireland / /

Currency

USD / /

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Event

IPO / Environmental Issue / /

Facility

National College of Ireland / National University of Ireland / /

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MarketIndex

S&P 500 / FTSE 100 / Nikkei 225 / S&P / set 500 / Dow 30 / /

NaturalFeature

If mt / /

Organization

School of Business / Department of Computer Science / Harvard / National University of Ireland / National College / Irish Research Council for Science / Engineering and Technology / World Federation of Exchanges / /

Person

Simon Fuller / A NNUALIZED SR / Rebecca Maguire / Robert Kelly / Jack McDonnell / Phil Maguire / Philippe Moser / /

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Position

Rt / /

Product

Sharpe / /

ProgrammingLanguage

R / /

PublishedMedium

Journal of Finance / The Journal of Finance / Financial Analysts Journal / Review of Economics and Statistics / Harvard Business Review / /

Technology

alpha / Monte Carlo algorithm / PDF / /

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